+304.4%
UTHR vs UEC
+939.6%
-635.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.2% |
| 7D | +2.8% | -4.3% | +7.0% | +3.1% |
| 30D | -2.3% | -3.8% | +1.6% | -2.1% |
| 3M | -7.4% | +17.0% | -24.4% | -8.9% |
| 6M | -6.0% | -23.9% | +17.9% | -5.1% |
| YTD | +3.4% | -5.7% | +9.1% | +1.9% |
| 1Y | +27.1% | -12.5% | +39.6% | +24.9% |
| 3Y | +123.8% | +136.5% | -12.7% | +95.5% |
| 5Y | +139.6% | +243.3% | -103.7% | +89.2% |
| All | +304.4% | +939.6% | -635.2% | +148.3% |
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