+23.5%
TEVA vs UEC
+57.1%
-33.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +2.5% |
| 7D | +2.0% | -9.4% | +11.5% | +2.9% |
| 30D | +1.0% | -8.0% | +9.0% | +1.5% |
| 3M | +7.3% | -1.7% | +9.0% | +7.0% |
| 6M | +21.7% | -26.1% | +47.9% | +23.3% |
| YTD | +18.8% | -10.5% | +29.4% | +17.8% |
| 1Y | +86.5% | -13.3% | +99.8% | +83.8% |
| 3Y | +269.4% | +116.4% | +153.1% | +224.9% |
| 5Y | +303.6% | +225.5% | +78.0% | +229.7% |
| 10Y | -22.9% | +885.8% | -908.8% | -46.2% |
| All | +23.5% | +57.1% | -33.6% | -16.2% |
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 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