+20.7%
BMY vs UDR
+3.4%
+17.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -6.4% | -3.4% | -3.0% | -5.3% |
| 30D | +0.2% | -5.4% | +5.6% | +2.1% |
| 3M | +16.0% | -10.0% | +25.9% | +20.0% |
| 6M | +8.3% | -2.5% | +10.9% | +9.0% |
| YTD | +22.2% | -1.1% | +23.3% | +21.9% |
| 1Y | +41.7% | -3.9% | +45.6% | +42.8% |
| All | +20.7% | +3.4% | +17.4% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling