+11.2%
QCOM vs UEC
+47.5%
-36.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.3% | +4.2% |
| 7D | +0.4% | -10.2% | +10.6% | +2.5% |
| 30D | -6.6% | -26.9% | +20.3% | -1.0% |
| 3M | +3.7% | -35.7% | +39.4% | +12.0% |
| 6M | -13.3% | -56.1% | +42.8% | -0.3% |
| YTD | -1.8% | -40.8% | +39.0% | +5.3% |
| 1Y | -2.5% | -43.4% | +40.9% | +4.7% |
| 3Y | +47.0% | +25.4% | +21.6% | +25.0% |
| All | +11.2% | +47.5% | -36.4% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling