+81.5%
BSX vs UDR
+47.3%
+34.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -8.2% | -3.4% | -4.8% | -6.8% |
| 30D | -15.8% | -5.4% | -10.4% | -13.7% |
| 3M | -10.8% | -10.0% | -0.9% | -6.7% |
| 6M | -38.4% | -2.5% | -35.9% | -37.9% |
| YTD | -54.8% | -1.1% | -53.7% | -55.1% |
| 1Y | -59.0% | -3.9% | -55.2% | -58.8% |
| 3Y | -20.0% | +3.4% | -23.4% | -23.8% |
| 5Y | -3.1% | -18.9% | +15.8% | +2.6% |
| All | +81.5% | +47.3% | +34.2% | +54.3% |
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