+9,374.7%
FTNT vs UDR
+329.5%
+9,045.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.7% | -2.1% | -0.6% | -1.9% |
| 30D | -1.4% | -5.6% | +4.3% | +0.7% |
| 3M | +10.1% | -5.8% | +15.9% | +12.3% |
| 6M | +88.2% | -1.1% | +89.3% | +87.7% |
| YTD | +98.3% | +1.6% | +96.7% | +95.3% |
| 1Y | +96.0% | -2.7% | +98.6% | +96.0% |
| 3Y | +145.8% | +6.3% | +139.5% | +134.0% |
| 5Y | +154.6% | -19.3% | +174.0% | +170.0% |
| 10Y | +2,063.6% | +46.0% | +2,017.7% | +1,628.8% |
| All | +9,374.7% | +329.5% | +9,045.2% | +4,956.2% |
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