+93.9%
ILMN vs UEC
-46.3%
+140.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -4.4% |
| 7D | -21.6% | -13.8% | -7.8% | -20.2% |
| 30D | -22.9% | -23.1% | +0.2% | -21.0% |
| 3M | +11.6% | -31.5% | +43.1% | +15.6% |
| 6M | +62.5% | -51.5% | +114.0% | +71.5% |
| YTD | +72.7% | -38.4% | +111.2% | +74.1% |
| 1Y | +93.9% | -44.7% | +138.5% | +96.5% |
| All | +93.9% | -46.3% | +140.2% | +96.5% |
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