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  • EMR vs UDR✓SelectedUSD · UDREMR vs UDR performance historyLatest closeAs of-1.19%09/09
Stock and ETF performance explorer

EMR vs UDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+65.8%
UDR return
-20.7%
Excess return
+86.5%
Maximum drawdown
-29.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioUDRExcessAlpha
1D-1.2%-2.0%+0.8%-0.4%
7D+0.9%-3.3%+4.2%+2.3%
30D-5.0%-5.6%+0.7%-2.7%
3M+5.9%-9.4%+15.3%+9.9%
6M+7.3%-3.0%+10.3%+7.8%
YTD+14.6%-0.4%+14.9%+13.8%
1Y+15.6%-5.1%+20.8%+17.2%
3Y+60.2%+4.2%+56.0%+55.2%
5Y+65.8%-19.5%+85.4%+82.0%
All+65.8%-20.7%+86.5%+82.0%

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