+5,143.0%
BDX vs UDR
+2,856.2%
+2,286.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | -2.1% | -2.2% | -3.9% |
| 30D | +1.3% | -5.6% | +6.9% | +2.4% |
| 3M | +20.2% | -5.8% | +26.0% | +21.7% |
| 6M | +8.6% | -1.1% | +9.7% | +8.8% |
| YTD | +19.0% | +1.6% | +17.4% | +18.5% |
| 1Y | +21.2% | -2.7% | +23.8% | +21.7% |
| 3Y | -9.7% | +6.3% | -16.0% | -11.2% |
| 5Y | -3.4% | -19.3% | +15.9% | -0.7% |
| 10Y | +53.9% | +46.0% | +7.9% | +39.6% |
| All | +5,143.0% | +2,856.2% | +2,286.8% | +2,787.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling