+2,158.4%
UTHR vs UEC
+8.7%
+2,149.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +8.3% | -18.1% | +26.4% | +9.6% |
| 3M | +15.5% | -36.9% | +52.5% | +18.9% |
| 6M | +4.5% | -56.1% | +60.6% | +9.5% |
| YTD | +22.2% | -38.1% | +60.3% | +24.1% |
| 1Y | +29.7% | -41.7% | +71.4% | +31.8% |
| 3Y | +167.3% | +28.2% | +139.1% | +149.6% |
| 5Y | +196.5% | +31.7% | +164.8% | +164.7% |
| 10Y | +369.0% | +685.9% | -316.8% | +236.2% |
| All | +2,158.4% | +8.7% | +2,149.7% | +1,387.8% |
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 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