+30.9%
QCOM vs UEC
+274.7%
-243.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +3.3% | -6.9% | +10.3% | +4.7% |
| 30D | +7.7% | +7.6% | 0.0% | +5.8% |
| 3M | -30.1% | -18.4% | -11.7% | -28.1% |
| 6M | +22.8% | -23.3% | +46.1% | +26.5% |
| YTD | +0.2% | -1.2% | +1.4% | -2.1% |
| 1Y | +7.9% | +2.3% | +5.5% | +2.5% |
| 3Y | +55.8% | +162.3% | -106.4% | +16.7% |
| All | +30.9% | +274.7% | -243.8% | -12.0% |
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