+187.2%
ABBV vs UDR
-20.3%
+207.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | -2.0% | -3.4% | +1.4% | -1.1% |
| 30D | +2.0% | -5.4% | +7.4% | +3.4% |
| 3M | +14.2% | -10.0% | +24.1% | +17.3% |
| 6M | +14.1% | -2.5% | +16.6% | +14.9% |
| YTD | +14.2% | -1.1% | +15.4% | +14.3% |
| 1Y | +24.2% | -3.9% | +28.1% | +25.1% |
| 3Y | +89.8% | +3.4% | +86.4% | +88.7% |
| 5Y | +187.2% | -18.9% | +206.1% | +203.6% |
| All | +187.2% | -20.3% | +207.4% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling