+16.0%
VEEV vs UEC
+146.8%
-130.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.5% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +11.1% | +1.9% | +9.2% | +11.1% |
| 3M | +55.5% | +8.9% | +46.6% | +55.2% |
| 6M | +33.4% | -14.5% | +47.8% | +33.5% |
| YTD | +16.8% | -0.7% | +17.5% | +16.0% |
| 1Y | -7.7% | -4.1% | -3.7% | -8.7% |
| All | +16.0% | +146.8% | -130.8% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling