-18.6%
BIIB vs UEC
+146.8%
-165.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +1.7% | +1.9% | -0.2% | +1.7% |
| 3M | +5.8% | +8.9% | -3.1% | +5.9% |
| 6M | +11.9% | -14.5% | +26.4% | +11.9% |
| YTD | +19.7% | -0.7% | +20.4% | +19.2% |
| 1Y | +46.7% | -4.1% | +50.8% | +45.5% |
| All | -18.6% | +146.8% | -165.4% | -21.9% |
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