+341.6%
UTHR vs UEC
+631.2%
-289.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.6% | +0.1% |
| 7D | +4.9% | +4.9% | -0.1% | +4.4% |
| 30D | +9.2% | -17.5% | +26.7% | +10.6% |
| 3M | +15.9% | -40.1% | +56.1% | +20.2% |
| 6M | +2.0% | -56.1% | +58.1% | +7.5% |
| YTD | +21.8% | -41.8% | +63.5% | +24.3% |
| 1Y | +28.6% | -44.8% | +73.4% | +31.3% |
| 3Y | +166.2% | +20.6% | +145.7% | +145.8% |
| 5Y | +191.8% | +24.3% | +167.5% | +155.0% |
| All | +341.6% | +631.2% | -289.6% | +179.8% |
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