-51.4%
ILMN vs UEC
+274.7%
-326.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.2% | -6.9% | +8.2% | +2.2% |
| 30D | +9.2% | +7.6% | +1.5% | +8.0% |
| 3M | +29.8% | -18.4% | +48.2% | +32.2% |
| 6M | +69.2% | -23.3% | +92.5% | +71.8% |
| YTD | +66.4% | -1.2% | +67.6% | +61.6% |
| 1Y | +123.4% | +2.3% | +121.1% | +111.7% |
| 3Y | +33.2% | +162.3% | -129.1% | -1.0% |
| All | -51.4% | +274.7% | -326.1% | -67.9% |
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