+1,748.8%
UTHR vs UEC
+73.5%
+1,675.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.4% | -6.9% | +1.5% | -4.9% |
| 30D | -6.0% | +7.6% | -13.7% | -6.7% |
| 3M | -11.0% | -18.4% | +7.4% | -10.2% |
| 6M | -0.5% | -23.3% | +22.7% | +0.2% |
| YTD | +0.1% | -1.2% | +1.3% | -1.4% |
| 1Y | +28.2% | +2.3% | +25.9% | +25.0% |
| 3Y | +113.8% | +162.3% | -48.5% | +89.9% |
| 5Y | +131.3% | +287.2% | -155.9% | +90.4% |
| 10Y | +296.7% | +1,009.6% | -712.9% | +177.9% |
| All | +1,748.8% | +73.5% | +1,675.2% | +1,082.0% |
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