-21.2%
BIIB vs UEC
+616.1%
-637.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.3% |
| 7D | +2.0% | -3.8% | +5.8% | +2.3% |
| 30D | +8.8% | -13.5% | +22.3% | +9.8% |
| 3M | +20.3% | -40.5% | +60.8% | +24.3% |
| 6M | +23.9% | -56.7% | +80.6% | +30.2% |
| YTD | +44.0% | -43.0% | +87.0% | +46.5% |
| 1Y | +53.8% | -42.5% | +96.4% | +55.8% |
| 3Y | +13.8% | +11.6% | +2.3% | +4.2% |
| 5Y | -6.3% | +21.8% | -28.1% | -19.3% |
| All | -21.2% | +616.1% | -637.3% | -48.0% |
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