+70.5%
ILMN vs UEC
+765.9%
-695.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.1% | -6.5% | +2.2% |
| 7D | -2.6% | +1.5% | -4.0% | -2.7% |
| 30D | -20.6% | -17.1% | -3.5% | -18.6% |
| 3M | +17.5% | -32.3% | +49.8% | +23.1% |
| 6M | +55.6% | -49.7% | +105.3% | +67.3% |
| YTD | +68.3% | -34.8% | +103.1% | +72.5% |
| 1Y | +81.1% | -37.5% | +118.7% | +85.7% |
| 3Y | +112.2% | +37.1% | +75.1% | +81.7% |
| 5Y | -42.6% | +44.3% | -86.9% | -54.6% |
| 10Y | +70.5% | +737.4% | -666.9% | -5.3% |
| All | +70.5% | +765.9% | -695.4% | -5.3% |
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