-13.2%
BRKR vs UEC
+122.3%
-135.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | +0.1% |
| 7D | -8.7% | -9.4% | +0.8% | -8.0% |
| 30D | -9.9% | -8.0% | -1.8% | -9.3% |
| 3M | -3.1% | -1.7% | -1.4% | -3.1% |
| 6M | +45.5% | -26.1% | +71.6% | +47.2% |
| YTD | +13.7% | -10.5% | +24.2% | +14.2% |
| 1Y | +67.4% | -13.3% | +80.7% | +67.1% |
| 3Y | -13.2% | +116.4% | -129.6% | -26.3% |
| All | -13.2% | +122.3% | -135.6% | -26.3% |
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