+21.8%
ENTG vs UDR
-20.7%
+42.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.8% |
| 7D | +8.9% | -3.3% | +12.2% | +11.4% |
| 30D | -0.8% | -5.6% | +4.8% | +3.0% |
| 3M | +6.6% | -9.4% | +16.0% | +12.1% |
| 6M | +22.1% | -3.0% | +25.0% | +20.7% |
| YTD | +70.2% | -0.4% | +70.6% | +65.1% |
| 1Y | +76.7% | -5.1% | +81.9% | +77.6% |
| 3Y | +50.5% | +4.2% | +46.3% | +39.6% |
| 5Y | +21.8% | -19.5% | +41.3% | +35.9% |
| All | +21.8% | -20.7% | +42.5% | +35.9% |
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