+58.0%
ILMN vs UEC
+631.2%
-573.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.4% | -0.8% |
| 7D | +0.7% | +4.9% | -4.2% | 0.0% |
| 30D | -22.7% | -17.5% | -5.3% | -20.7% |
| 3M | +8.6% | -40.1% | +48.8% | +15.7% |
| 6M | +43.8% | -56.1% | +100.0% | +57.6% |
| YTD | +59.8% | -41.8% | +101.5% | +66.1% |
| 1Y | +71.8% | -44.8% | +116.6% | +79.1% |
| 3Y | +119.0% | +20.6% | +98.4% | +90.9% |
| 5Y | -43.8% | +24.3% | -68.1% | -54.6% |
| All | +58.0% | +631.2% | -573.2% | -8.3% |
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