-17.4%
ZBH vs UEC
+885.8%
-903.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.5% |
| 7D | -4.7% | -9.4% | +4.8% | -3.9% |
| 30D | -4.5% | -8.0% | +3.5% | -4.1% |
| 3M | +7.6% | -1.7% | +9.3% | +7.2% |
| 6M | +0.3% | -26.1% | +26.4% | +1.4% |
| YTD | +4.5% | -10.5% | +15.1% | +3.3% |
| 1Y | -9.4% | -13.3% | +3.9% | -11.1% |
| 3Y | -21.5% | +116.4% | -137.8% | -32.1% |
| 5Y | -28.4% | +225.5% | -253.9% | -43.9% |
| All | -17.4% | +885.8% | -903.2% | -46.6% |
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