+53,483.3%
IDXX vs UDR
+2,543.1%
+50,940.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | -4.3% | -3.4% | -0.9% | -3.3% |
| 30D | -13.7% | -5.4% | -8.2% | -12.2% |
| 3M | -9.1% | -10.0% | +0.9% | -6.2% |
| 6M | -15.4% | -2.5% | -12.9% | -14.9% |
| YTD | -25.1% | -1.1% | -24.0% | -25.0% |
| 1Y | -20.6% | -3.9% | -16.7% | -19.8% |
| 3Y | +8.7% | +3.4% | +5.3% | +7.0% |
| 5Y | -25.7% | -18.9% | -6.8% | -21.5% |
| 10Y | +360.6% | +46.8% | +313.8% | +301.0% |
| All | +53,483.3% | +2,543.1% | +50,940.3% | +20,417.4% |
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