+13.8%
BIIB vs UEC
+18.1%
-4.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.2% |
| 7D | +2.0% | -3.8% | +5.8% | +2.1% |
| 30D | +8.8% | -13.5% | +22.3% | +8.8% |
| 3M | +20.3% | -40.5% | +60.8% | +20.4% |
| 6M | +23.9% | -56.7% | +80.6% | +24.1% |
| YTD | +44.0% | -43.0% | +87.0% | +43.4% |
| 1Y | +53.8% | -42.5% | +96.4% | +53.0% |
| 3Y | +13.8% | +11.6% | +2.3% | +10.4% |
| All | +13.8% | +18.1% | -4.2% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling