+543.1%
VEEV vs UEC
+885.8%
-342.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.1% |
| 7D | -4.6% | -9.4% | +4.8% | -3.6% |
| 30D | +8.6% | -8.0% | +16.7% | +9.4% |
| 3M | +62.4% | -1.7% | +64.1% | +61.8% |
| 6M | +40.3% | -26.1% | +66.4% | +42.3% |
| YTD | +17.5% | -10.5% | +28.1% | +15.4% |
| 1Y | -6.1% | -13.3% | +7.2% | -8.6% |
| 3Y | +16.7% | +116.4% | -99.7% | -4.5% |
| 5Y | -13.3% | +225.5% | -238.9% | -36.7% |
| All | +543.1% | +885.8% | -342.7% | +275.2% |
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