+516.9%
QCOM vs UEC
+73.5%
+443.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +3.3% | -6.9% | +10.3% | +4.2% |
| 30D | +7.7% | +7.6% | 0.0% | +6.6% |
| 3M | -30.1% | -18.4% | -11.7% | -28.7% |
| 6M | +22.8% | -23.3% | +46.1% | +25.4% |
| YTD | +0.2% | -1.2% | +1.4% | -1.1% |
| 1Y | +7.9% | +2.3% | +5.5% | +4.8% |
| 3Y | +55.8% | +162.3% | -106.4% | +32.4% |
| 5Y | +30.1% | +287.2% | -257.2% | +1.5% |
| 10Y | +248.9% | +1,009.6% | -760.7% | +124.0% |
| All | +516.9% | +73.5% | +443.4% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling