+30,513.3%
AVGO vs UEC
+160.2%
+30,353.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.4% |
| 7D | +18.2% | -3.8% | +21.9% | +18.7% |
| 30D | +0.2% | -13.5% | +13.7% | +2.4% |
| 3M | -16.8% | -40.5% | +23.7% | -10.5% |
| 6M | -16.5% | -56.7% | +40.2% | -6.4% |
| YTD | +0.8% | -43.0% | +43.8% | +6.8% |
| 1Y | +2.8% | -42.5% | +45.4% | +8.6% |
| 3Y | +278.5% | +11.6% | +267.0% | +249.7% |
| 5Y | +573.1% | +21.8% | +551.3% | +473.2% |
| 10Y | +2,598.7% | +623.9% | +1,974.7% | +1,436.6% |
| All | +30,513.3% | +160.2% | +30,353.1% | +15,272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling