+105.9%
GILD vs UEC
+122.3%
-16.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.7% |
| 7D | -4.8% | -9.4% | +4.6% | -4.7% |
| 30D | +5.8% | -8.0% | +13.8% | +5.9% |
| 3M | +14.9% | -1.7% | +16.6% | +15.0% |
| 6M | -0.4% | -26.1% | +25.8% | -0.2% |
| YTD | +18.5% | -10.5% | +29.1% | +18.8% |
| 1Y | +25.1% | -13.3% | +38.4% | +25.2% |
| 3Y | +105.9% | +116.4% | -10.5% | +100.8% |
| All | +105.9% | +122.3% | -16.4% | +100.8% |
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