+1,690.2%
BMY vs UDR
+2,856.1%
-1,165.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | -3.3% | -2.1% | -1.3% | -2.9% |
| 30D | 0.0% | -5.6% | +5.6% | +1.2% |
| 3M | +17.7% | -5.8% | +23.5% | +19.2% |
| 6M | +9.6% | -1.1% | +10.7% | +9.7% |
| YTD | +24.0% | +1.6% | +22.4% | +23.3% |
| 1Y | +45.1% | -2.7% | +47.8% | +45.5% |
| 3Y | +22.5% | +6.3% | +16.2% | +20.0% |
| 5Y | +22.3% | -19.3% | +41.6% | +25.6% |
| 10Y | +62.0% | +46.0% | +16.0% | +43.5% |
| All | +1,690.2% | +2,856.1% | -1,165.9% | +804.6% |
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 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