+19.6%
EIX vs UDR
+47.3%
-27.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.8% | -3.4% | +4.2% | +2.6% |
| 30D | -18.8% | -5.4% | -13.4% | -16.4% |
| 3M | -19.7% | -10.0% | -9.7% | -15.3% |
| 6M | -18.2% | -2.5% | -15.7% | -17.5% |
| YTD | -1.7% | -1.1% | -0.6% | -1.9% |
| 1Y | +7.8% | -3.9% | +11.6% | +9.1% |
| 3Y | -5.6% | +3.4% | -9.1% | -9.6% |
| 5Y | +23.7% | -18.9% | +42.6% | +32.1% |
| All | +19.6% | +47.3% | -27.7% | -9.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling