+48.4%
QCOM vs UEC
+18.1%
+30.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -2.2% |
| 7D | +4.3% | -3.8% | +8.0% | +4.9% |
| 30D | -0.1% | -13.5% | +13.4% | +2.6% |
| 3M | +5.2% | -40.5% | +45.7% | +14.9% |
| 6M | -18.4% | -56.7% | +38.3% | -6.8% |
| YTD | +2.4% | -43.0% | +45.4% | +10.7% |
| 1Y | +0.9% | -42.5% | +43.4% | +8.3% |
| 3Y | +48.4% | +11.6% | +36.8% | +29.1% |
| All | +48.4% | +18.1% | +30.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling