+27.6%
ILMN vs UEC
+933.9%
-906.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -3.7% |
| 7D | +1.9% | +2.6% | -0.7% | +1.5% |
| 30D | +12.3% | +5.6% | +6.7% | +11.4% |
| 3M | +33.5% | -5.7% | +39.3% | +33.4% |
| 6M | +69.4% | -8.0% | +77.4% | +68.0% |
| YTD | +60.9% | +1.8% | +59.1% | +56.0% |
| 1Y | +115.0% | +0.6% | +114.4% | +105.3% |
| 3Y | +37.0% | +155.2% | -118.1% | +7.5% |
| 5Y | -53.1% | +305.8% | -358.9% | -67.8% |
| 10Y | +27.6% | +943.0% | -915.4% | -31.1% |
| All | +27.6% | +933.9% | -906.3% | -31.1% |
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