-53.1%
FISV vs UDR
-20.2%
-33.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -2.7% | -3.5% | +0.8% | -0.7% |
| 30D | 0.0% | -5.3% | +5.3% | +3.3% |
| 3M | -2.8% | -9.5% | +6.7% | +3.1% |
| 6M | -11.8% | -0.7% | -11.2% | -11.7% |
| YTD | -23.2% | -1.2% | -22.0% | -22.8% |
| 1Y | -62.0% | -5.7% | -56.2% | -60.4% |
| 3Y | -57.6% | +3.7% | -61.3% | -58.0% |
| All | -53.1% | -20.2% | -33.0% | -47.6% |
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