+10,678.2%
FISV vs UDR
+2,856.2%
+7,822.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -1.6% | -2.1% | +0.5% | -0.9% |
| 30D | -3.0% | -5.6% | +2.7% | -1.0% |
| 3M | -3.5% | -5.8% | +2.3% | -1.4% |
| 6M | -19.4% | -1.1% | -18.3% | -19.2% |
| YTD | -24.3% | +1.6% | -25.9% | -24.8% |
| 1Y | -62.4% | -2.7% | -59.7% | -61.7% |
| 3Y | -58.2% | +6.3% | -64.5% | -58.9% |
| 5Y | -56.5% | -19.3% | -37.2% | -53.5% |
| 10Y | -0.5% | +46.0% | -46.5% | -12.8% |
| All | +10,678.2% | +2,856.2% | +7,822.0% | +4,554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling