+453.7%
NVS vs UEC
+78.8%
+374.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.0% | -17.0% | -14.1% |
| 7D | -14.6% | +2.6% | -17.2% | -14.7% |
| 30D | -11.9% | +5.6% | -17.5% | -12.3% |
| 3M | -6.0% | -5.7% | -0.2% | -6.1% |
| 6M | -11.4% | -8.0% | -3.3% | -11.7% |
| YTD | +2.9% | +1.8% | +1.1% | +1.7% |
| 1Y | +10.2% | +0.6% | +9.6% | +8.3% |
| 3Y | +55.3% | +155.2% | -99.8% | +42.0% |
| 5Y | +89.6% | +305.8% | -216.2% | +63.0% |
| 10Y | +176.1% | +943.0% | -766.9% | +108.7% |
| All | +453.7% | +78.8% | +374.9% | +267.8% |
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