+56.7%
BDX vs UEC
+885.8%
-829.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.1% |
| 7D | -3.2% | -9.4% | +6.3% | -2.7% |
| 30D | -2.5% | -8.0% | +5.5% | -2.3% |
| 3M | +21.4% | -1.7% | +23.1% | +21.2% |
| 6M | +10.4% | -26.1% | +36.6% | +11.2% |
| YTD | +18.8% | -10.5% | +29.4% | +18.1% |
| 1Y | +21.7% | -13.3% | +35.0% | +20.4% |
| 3Y | -10.0% | +116.4% | -126.3% | -17.3% |
| 5Y | -1.8% | +225.5% | -227.4% | -14.8% |
| All | +56.7% | +885.8% | -829.2% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling