+97.5%
REGN vs UEC
+885.8%
-788.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -1.1% |
| 7D | -5.6% | -9.4% | +3.9% | -4.9% |
| 30D | -2.0% | -8.0% | +6.1% | -1.5% |
| 3M | +28.0% | -1.7% | +29.6% | +27.7% |
| 6M | +1.2% | -26.1% | +27.3% | +2.3% |
| YTD | +1.6% | -10.5% | +12.2% | +0.9% |
| 1Y | +38.2% | -13.3% | +51.5% | +36.7% |
| 3Y | -5.4% | +116.4% | -121.7% | -15.2% |
| 5Y | +21.3% | +225.5% | -204.3% | -0.1% |
| All | +97.5% | +885.8% | -788.4% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling