+470.4%
VRTX vs UEC
+616.1%
-145.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.6% |
| 7D | -1.6% | -3.8% | +2.2% | -1.3% |
| 30D | +8.0% | -13.5% | +21.6% | +8.9% |
| 3M | +4.3% | -40.5% | +44.8% | +7.7% |
| 6M | +18.9% | -56.7% | +75.5% | +24.8% |
| YTD | +18.8% | -43.0% | +61.8% | +21.4% |
| 1Y | +24.0% | -42.5% | +66.5% | +26.2% |
| 3Y | +42.1% | +11.6% | +30.6% | +32.2% |
| 5Y | +187.6% | +21.8% | +165.8% | +152.6% |
| All | +470.4% | +616.1% | -145.7% | +283.7% |
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