-23.0%
IDXX vs UDR
-20.2%
-2.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -3.5% | -2.3% | -3.8% |
| 30D | -11.5% | -5.3% | -6.2% | -8.7% |
| 3M | -9.5% | -9.5% | 0.0% | -4.2% |
| 6M | -16.0% | -0.7% | -15.3% | -16.1% |
| YTD | -25.4% | -1.2% | -24.2% | -25.3% |
| 1Y | -21.8% | -5.7% | -16.0% | -19.5% |
| 3Y | +7.0% | +3.7% | +3.3% | +1.4% |
| All | -23.0% | -20.2% | -2.8% | -13.8% |
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