+4.6%
UNH vs UEC
+273.6%
-269.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -1.0% |
| 7D | -3.2% | -4.3% | +1.1% | -3.0% |
| 30D | -3.5% | -3.8% | +0.4% | -3.4% |
| 3M | -4.2% | +17.0% | -21.1% | -4.9% |
| 6M | +38.3% | -23.9% | +62.2% | +38.8% |
| YTD | +19.2% | -5.7% | +24.9% | +18.2% |
| 1Y | +15.0% | -12.5% | +27.5% | +13.9% |
| 3Y | -14.5% | +136.5% | -151.0% | -21.5% |
| 5Y | +4.6% | +243.3% | -238.7% | -6.9% |
| All | +4.6% | +273.6% | -269.0% | -6.9% |
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 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