+55.4%
BDX vs UDR
+47.3%
+8.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | -5.4% | -3.4% | -2.0% | -4.4% |
| 30D | -2.2% | -5.4% | +3.3% | -0.5% |
| 3M | +20.1% | -10.0% | +30.0% | +24.0% |
| 6M | +9.1% | -2.5% | +11.6% | +9.8% |
| YTD | +17.9% | -1.1% | +19.0% | +18.2% |
| 1Y | +22.1% | -3.9% | +26.0% | +23.4% |
| 3Y | -10.5% | +3.4% | -14.0% | -12.3% |
| 5Y | -2.6% | -18.9% | +16.3% | +1.0% |
| All | +55.4% | +47.3% | +8.1% | +40.2% |
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