+49.5%
ILMN vs UEC
-53.3%
+102.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.5% |
| 7D | -9.7% | -10.2% | +0.6% | -8.5% |
| 30D | -20.4% | -26.9% | +6.5% | -18.3% |
| 3M | +10.0% | -35.7% | +45.7% | +14.5% |
| 6M | +49.5% | -56.1% | +105.6% | +53.9% |
| All | +49.5% | -53.3% | +102.8% | +53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling