+93.9%
ILMN vs UDR
+14.9%
+78.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.0% |
| 7D | -21.6% | +7.2% | -28.8% | -21.8% |
| 30D | -22.9% | +10.5% | -33.3% | -23.5% |
| 3M | +11.6% | -2.3% | +13.9% | +12.1% |
| 6M | +62.5% | +4.0% | +58.6% | +62.0% |
| YTD | +72.7% | +5.6% | +67.1% | +70.8% |
| 1Y | +93.9% | +13.0% | +80.8% | +81.8% |
| All | +93.9% | +14.9% | +78.9% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling