+174.9%
NVS vs UEC
+885.8%
-711.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | 0.0% |
| 7D | -14.3% | -9.4% | -4.8% | -13.9% |
| 30D | -10.0% | -8.0% | -1.9% | -9.7% |
| 3M | -10.9% | -1.7% | -9.2% | -11.1% |
| 6M | -12.0% | -26.1% | +14.2% | -11.3% |
| YTD | +2.5% | -10.5% | +13.0% | +1.8% |
| 1Y | +10.7% | -13.3% | +24.0% | +9.4% |
| 3Y | +53.3% | +116.4% | -63.1% | +39.7% |
| 5Y | +93.6% | +225.5% | -131.9% | +63.9% |
| All | +174.9% | +885.8% | -711.0% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling