+25.2%
BMY vs UDR
-19.7%
+44.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.1% |
| 7D | -4.8% | -3.3% | -1.6% | -3.9% |
| 30D | -0.7% | -5.6% | +5.0% | +1.0% |
| 3M | +15.3% | -9.4% | +24.7% | +18.5% |
| 6M | +8.5% | -3.0% | +11.5% | +9.3% |
| YTD | +23.4% | -0.4% | +23.8% | +23.1% |
| 1Y | +42.9% | -5.1% | +48.1% | +44.4% |
| 3Y | +22.0% | +4.2% | +17.7% | +19.7% |
| All | +25.2% | -19.7% | +44.9% | +25.6% |
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