+219.3%
BSX vs UEC
+73.5%
+145.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | -6.9% | +9.0% | +2.6% |
| 30D | +0.1% | +7.6% | -7.5% | -0.5% |
| 3M | -2.1% | -18.4% | +16.2% | -1.2% |
| 6M | -33.8% | -23.3% | -10.5% | -33.3% |
| YTD | -49.9% | -1.2% | -48.7% | -50.6% |
| 1Y | -55.4% | +2.3% | -57.8% | -56.6% |
| 3Y | -10.9% | +162.3% | -173.1% | -21.6% |
| 5Y | +6.4% | +287.2% | -280.8% | -13.2% |
| 10Y | +97.0% | +1,009.6% | -912.6% | +34.7% |
| All | +219.3% | +73.5% | +145.8% | +95.6% |
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