+1,361.9%
ILMN vs UEC
+73.5%
+1,288.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.2% | -6.9% | +8.2% | +1.9% |
| 30D | +9.2% | +7.6% | +1.5% | +8.3% |
| 3M | +29.8% | -18.4% | +48.2% | +31.6% |
| 6M | +69.2% | -23.3% | +92.5% | +71.3% |
| YTD | +66.4% | -1.2% | +67.6% | +63.2% |
| 1Y | +123.4% | +2.3% | +121.1% | +115.8% |
| 3Y | +33.2% | +162.3% | -129.1% | +11.9% |
| 5Y | -52.0% | +287.2% | -339.2% | -62.8% |
| 10Y | +33.6% | +1,009.6% | -976.0% | -15.0% |
| All | +1,361.9% | +73.5% | +1,288.4% | +705.6% |
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