+245.8%
QCOM vs UEC
+623.0%
-377.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +1.2% | -18.1% | +19.3% | +4.6% |
| 3M | +9.1% | -36.9% | +46.0% | +17.2% |
| 6M | -25.0% | -56.1% | +31.1% | -14.9% |
| YTD | +4.8% | -38.1% | +42.9% | +10.7% |
| 1Y | +3.6% | -41.7% | +45.3% | +9.9% |
| 3Y | +51.5% | +28.2% | +23.3% | +32.3% |
| 5Y | +19.7% | +31.7% | -12.0% | -3.8% |
| 10Y | +245.8% | +685.9% | -440.1% | +81.1% |
| All | +245.8% | +623.0% | -377.2% | +81.1% |
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