+162.8%
FTNT vs UDR
-20.2%
+183.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -3.5% | +3.3% | +1.4% |
| 30D | -3.0% | -5.3% | +2.3% | -0.8% |
| 3M | +7.6% | -9.5% | +17.1% | +12.1% |
| 6M | +87.0% | -0.7% | +87.6% | +85.4% |
| YTD | +96.5% | -1.2% | +97.7% | +95.0% |
| 1Y | +92.9% | -5.7% | +98.7% | +95.7% |
| 3Y | +139.8% | +3.7% | +136.1% | +127.2% |
| All | +162.8% | -20.2% | +183.0% | +210.6% |
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