+31,416.6%
AVGO vs UEC
+350.8%
+31,065.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.0% | -6.9% | +4.0% | -1.9% |
| 30D | -14.4% | +7.6% | -22.1% | -15.7% |
| 3M | -14.4% | -18.4% | +4.0% | -12.4% |
| 6M | +13.1% | -23.3% | +36.4% | +15.7% |
| YTD | +3.8% | -1.2% | +5.0% | +1.3% |
| 1Y | +17.8% | +2.3% | +15.5% | +13.5% |
| 3Y | +325.3% | +162.3% | +163.0% | +246.3% |
| 5Y | +689.9% | +287.2% | +402.7% | +466.4% |
| 10Y | +2,597.0% | +1,009.6% | +1,587.4% | +1,332.9% |
| All | +31,416.6% | +350.8% | +31,065.8% | +14,488.4% |
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 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