-43.8%
ILMN vs UEC
+21.1%
-64.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.9% |
| 7D | -2.9% | -3.8% | +0.9% | -2.4% |
| 30D | -23.8% | -13.5% | -10.3% | -22.1% |
| 3M | +7.5% | -40.5% | +47.9% | +15.0% |
| 6M | +42.8% | -56.7% | +99.4% | +57.6% |
| YTD | +57.8% | -43.0% | +100.8% | +64.6% |
| 1Y | +72.6% | -42.5% | +115.1% | +78.9% |
| 3Y | +129.3% | +11.6% | +117.8% | +93.4% |
| All | -43.8% | +21.1% | -64.9% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling