+27.6%
ILMN vs UDR
+42.1%
-14.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.8% |
| 30D | +12.3% | -5.6% | +17.9% | +15.1% |
| 3M | +33.5% | -5.8% | +39.3% | +36.7% |
| 6M | +69.4% | -1.1% | +70.5% | +69.2% |
| YTD | +60.9% | +1.6% | +59.3% | +58.3% |
| 1Y | +115.0% | -2.7% | +117.6% | +115.4% |
| 3Y | +37.0% | +6.3% | +30.7% | +31.6% |
| 5Y | -53.1% | -19.3% | -33.8% | -50.4% |
| 10Y | +27.6% | +46.0% | -18.4% | +12.6% |
| All | +27.6% | +42.1% | -14.5% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling