+202.6%
URGN vs SPY
+270.0%
-67.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | -4.0% | -0.8% | -3.3% | -3.2% |
| 30D | -13.7% | -1.1% | -12.6% | -12.6% |
| 3M | +43.4% | +3.9% | +39.6% | +37.7% |
| 6M | +124.6% | +13.6% | +111.0% | +97.5% |
| YTD | +80.7% | +12.7% | +68.0% | +60.0% |
| 1Y | +119.8% | +17.5% | +102.3% | +86.4% |
| 3Y | +153.7% | +76.9% | +76.8% | +43.0% |
| 5Y | +164.8% | +83.6% | +81.2% | +42.9% |
| All | +202.6% | +270.0% | -67.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling