+40.1%
GILD vs UEC
-50.7%
+90.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.9% | +5.9% | -3.6% |
| 7D | +1.2% | -20.5% | +21.7% | +2.0% |
| 30D | +16.2% | -35.9% | +52.1% | +18.0% |
| 3M | +27.9% | -39.6% | +67.4% | +30.2% |
| 6M | +27.1% | -55.3% | +82.4% | +30.4% |
| YTD | +39.0% | -44.5% | +83.5% | +42.1% |
| 1Y | +40.1% | -50.4% | +90.5% | +43.6% |
| All | +40.1% | -50.7% | +90.8% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling