+352.1%
IDXX vs UEC
+885.8%
-533.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.1% |
| 7D | -5.7% | -9.4% | +3.7% | -4.9% |
| 30D | -11.5% | -8.0% | -3.5% | -11.1% |
| 3M | -9.5% | -1.7% | -7.8% | -9.8% |
| 6M | -16.0% | -26.1% | +10.2% | -14.9% |
| YTD | -25.4% | -10.5% | -14.9% | -26.2% |
| 1Y | -21.8% | -13.3% | -8.5% | -23.3% |
| 3Y | +7.0% | +116.4% | -109.3% | -7.8% |
| 5Y | -26.0% | +225.5% | -251.5% | -40.9% |
| All | +352.1% | +885.8% | -533.8% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling