+345.6%
AVGO vs UEC
+156.3%
+189.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | -0.1% | +2.3% |
| 7D | -0.3% | +2.6% | -2.9% | -0.9% |
| 30D | -13.8% | +5.6% | -19.4% | -15.5% |
| 3M | -6.9% | -5.7% | -1.2% | -7.0% |
| 6M | +11.9% | -8.0% | +20.0% | +10.9% |
| YTD | +6.9% | +1.8% | +5.1% | +0.9% |
| 1Y | +7.4% | +0.6% | +6.8% | -0.1% |
| 3Y | +345.6% | +155.2% | +190.4% | +209.4% |
| All | +345.6% | +156.3% | +189.3% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling