+950.6%
BSX vs UDR
+2,059.0%
-1,108.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | -6.4% | -2.1% | -4.4% | -5.8% |
| 30D | -8.8% | -5.6% | -3.2% | -7.0% |
| 3M | -7.6% | -5.8% | -1.9% | -5.9% |
| 6M | -37.0% | -1.1% | -35.8% | -36.9% |
| YTD | -52.8% | +1.6% | -54.4% | -53.4% |
| 1Y | -58.4% | -2.7% | -55.7% | -58.4% |
| 3Y | -16.5% | +6.3% | -22.8% | -19.8% |
| 5Y | -1.2% | -19.3% | +18.2% | +3.0% |
| 10Y | +83.7% | +46.0% | +37.8% | +56.3% |
| All | +950.6% | +2,059.0% | -1,108.4% | +446.7% |
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