+34.0%
EQIX vs UDR
-20.3%
+54.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -1.6% | -3.4% | +1.7% | +0.3% |
| 30D | -0.4% | -5.4% | +5.1% | +2.8% |
| 3M | -0.9% | -10.0% | +9.0% | +4.7% |
| 6M | +8.1% | -2.5% | +10.7% | +8.4% |
| YTD | +35.7% | -1.1% | +36.8% | +33.5% |
| 1Y | +34.0% | -3.9% | +37.9% | +34.1% |
| 3Y | +41.4% | +3.4% | +38.0% | +31.7% |
| 5Y | +34.0% | -18.9% | +52.9% | +49.6% |
| All | +34.0% | -20.3% | +54.3% | +49.6% |
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