+504.9%
ABBV vs UDR
+47.2%
+457.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.3% | -3.5% | +3.7% | +1.3% |
| 30D | +3.4% | -5.3% | +8.7% | +5.0% |
| 3M | +15.2% | -9.5% | +24.7% | +18.7% |
| 6M | +14.7% | -0.7% | +15.3% | +14.8% |
| YTD | +15.2% | -1.2% | +16.4% | +15.2% |
| 1Y | +20.4% | -5.7% | +26.1% | +22.0% |
| 3Y | +91.3% | +3.7% | +87.6% | +87.5% |
| 5Y | +189.6% | -18.9% | +208.5% | +200.8% |
| All | +504.9% | +47.2% | +457.7% | +449.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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