+60.1%
BMY vs UEC
+616.1%
-556.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +1.8% |
| 7D | +2.1% | -3.8% | +5.8% | +2.2% |
| 30D | +7.0% | -13.5% | +20.5% | +7.4% |
| 3M | -0.9% | -40.5% | +39.6% | +0.7% |
| 6M | +14.9% | -56.7% | +71.6% | +17.6% |
| YTD | +22.8% | -43.0% | +65.8% | +23.9% |
| 1Y | +36.2% | -42.5% | +78.8% | +37.2% |
| 3Y | +45.7% | +11.6% | +34.1% | +40.1% |
| 5Y | +31.3% | +21.8% | +9.5% | +22.0% |
| All | +60.1% | +616.1% | -556.1% | +21.0% |
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