+251.9%
QCOM vs UEC
+631.2%
-379.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.3% | +1.3% |
| 7D | +13.0% | +4.9% | +8.1% | +12.0% |
| 30D | +0.2% | -17.5% | +17.6% | +3.4% |
| 3M | +9.2% | -40.1% | +49.4% | +18.3% |
| 6M | -15.0% | -56.1% | +41.1% | -3.7% |
| YTD | +5.2% | -41.8% | +47.0% | +12.2% |
| 1Y | +2.4% | -44.8% | +47.2% | +9.5% |
| 3Y | +52.0% | +20.6% | +31.4% | +34.0% |
| 5Y | +19.7% | +24.3% | -4.6% | -2.9% |
| All | +251.9% | +631.2% | -379.3% | +87.5% |
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