+10.9%
QCOM vs UEC
+5.5%
+5.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.1% | +2.6% |
| 7D | +5.1% | +2.6% | +2.5% | +4.6% |
| 30D | +4.3% | +5.6% | -1.3% | +2.8% |
| 3M | -19.6% | -5.7% | -13.9% | -19.9% |
| 6M | +29.5% | -8.0% | +37.5% | +30.0% |
| YTD | +3.4% | +1.8% | +1.6% | +4.0% |
| 1Y | +10.9% | +0.6% | +10.3% | +12.8% |
| All | +10.9% | +5.5% | +5.4% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling