-25.0%
TEVA vs UEC
+885.8%
-910.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +2.8% |
| 7D | +2.0% | -9.4% | +11.5% | +3.4% |
| 30D | +1.0% | -8.0% | +9.0% | +1.9% |
| 3M | +7.3% | -1.7% | +9.0% | +6.8% |
| 6M | +21.7% | -26.1% | +47.9% | +24.1% |
| YTD | +18.8% | -10.5% | +29.4% | +16.7% |
| 1Y | +86.5% | -13.3% | +99.8% | +81.4% |
| 3Y | +269.4% | +116.4% | +153.1% | +193.2% |
| 5Y | +303.6% | +225.5% | +78.0% | +176.2% |
| All | -25.0% | +885.8% | -910.8% | -65.2% |
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