+64.5%
EXEL vs URA
-26.7%
+91.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -2.8% | +2.9% | -5.7% | -3.1% |
| 30D | +18.2% | -10.8% | +29.0% | +19.3% |
| 3M | +37.7% | -25.5% | +63.3% | +41.5% |
| 6M | +42.2% | -41.2% | +83.4% | +49.2% |
| YTD | +61.3% | -21.3% | +82.6% | +59.8% |
| 1Y | +64.5% | -25.7% | +90.2% | +64.3% |
| All | +64.5% | -26.7% | +91.2% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling