+1,327.8%
ILMN vs UEC
+4.1%
+1,323.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.8% |
| 7D | -9.7% | -10.2% | +0.6% | -8.7% |
| 30D | -20.4% | -26.9% | +6.5% | -17.8% |
| 3M | +10.0% | -35.7% | +45.7% | +14.7% |
| 6M | +49.5% | -56.1% | +105.6% | +60.4% |
| YTD | +62.5% | -40.8% | +103.2% | +67.5% |
| 1Y | +76.0% | -43.4% | +119.4% | +81.6% |
| 3Y | +94.2% | +25.4% | +68.8% | +76.3% |
| 5Y | -46.3% | +51.1% | -97.4% | -54.2% |
| 10Y | +62.7% | +695.4% | -632.7% | +7.4% |
| All | +1,327.8% | +4.1% | +1,323.8% | +727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling