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  • BAC vs UDR✓SelectedUSD · UDRBAC vs UDR performance historyLatest closeAs of-0.46%09/08
Stock and ETF performance explorer

BAC vs UDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+72.9%
UDR return
-18.0%
Excess return
+90.9%
Maximum drawdown
-46.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioUDRExcessAlpha
1D-0.5%-0.7%+0.3%-0.1%
7D+1.2%-2.1%+3.2%+2.1%
30D-0.7%-5.6%+4.9%+1.9%
3M+16.9%-5.8%+22.7%+19.9%
6M+29.6%-1.1%+30.7%+29.5%
YTD+15.3%+1.6%+13.6%+13.3%
1Y+28.8%-2.7%+31.5%+29.2%
3Y+136.4%+6.3%+130.1%+124.0%
5Y+72.9%-19.3%+92.2%+82.7%
All+72.9%-18.0%+90.9%+82.7%

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