-28.8%
BIIB vs UEC
+939.6%
-968.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.0% | +7.2% | +2.6% |
| 7D | -4.0% | -4.3% | +0.2% | -3.8% |
| 30D | +5.7% | -3.8% | +9.5% | +5.8% |
| 3M | +10.9% | +17.0% | -6.1% | +9.1% |
| 6M | +14.3% | -23.9% | +38.2% | +15.2% |
| YTD | +22.4% | -5.7% | +28.1% | +20.4% |
| 1Y | +51.1% | -12.5% | +63.6% | +48.0% |
| 3Y | -16.8% | +136.5% | -153.3% | -28.3% |
| 5Y | -28.1% | +243.3% | -271.4% | -43.2% |
| All | -28.8% | +939.6% | -968.4% | -55.5% |
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