+394.1%
BMY vs UEC
+73.5%
+320.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +0.4% | -6.9% | +7.3% | +0.6% |
| 30D | +5.0% | +7.6% | -2.6% | +4.7% |
| 3M | +19.4% | -18.4% | +37.8% | +19.9% |
| 6M | +9.5% | -23.3% | +32.8% | +9.9% |
| YTD | +28.1% | -1.2% | +29.3% | +27.0% |
| 1Y | +50.0% | +2.3% | +47.7% | +47.9% |
| 3Y | +24.1% | +162.3% | -138.2% | +15.6% |
| 5Y | +25.0% | +287.2% | -262.3% | +11.1% |
| 10Y | +68.7% | +1,009.6% | -941.0% | +34.1% |
| All | +394.1% | +73.5% | +320.6% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling