+281.8%
EXEL vs URA
+25.6%
+256.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.8% | -1.5% | +0.7% | -0.6% |
| 30D | +13.1% | -10.4% | +23.5% | +14.8% |
| 3M | +36.3% | -29.6% | +66.0% | +42.9% |
| 6M | +34.5% | -40.3% | +74.8% | +43.7% |
| YTD | +57.4% | -25.5% | +82.9% | +60.9% |
| 1Y | +62.9% | -26.4% | +89.4% | +66.6% |
| 3Y | +229.5% | +31.4% | +198.1% | +191.4% |
| All | +281.8% | +25.6% | +256.2% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling