+370.0%
BMY vs UEC
+8.7%
+361.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | +9.3% | -18.1% | +27.4% | +9.9% |
| 3M | -0.1% | -36.9% | +36.8% | +1.4% |
| 6M | +15.5% | -56.1% | +71.6% | +18.4% |
| YTD | +21.8% | -38.1% | +59.9% | +22.7% |
| 1Y | +34.9% | -41.7% | +76.6% | +36.0% |
| 3Y | +43.2% | +28.2% | +15.0% | +37.2% |
| 5Y | +30.7% | +31.7% | -1.0% | +21.8% |
| 10Y | +59.3% | +685.9% | -626.6% | +28.1% |
| All | +370.0% | +8.7% | +361.3% | +273.9% |
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 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