+59.7%
ILMN vs UDR
+53.1%
+6.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -9.8% | +2.0% | -11.8% | -10.7% |
| 30D | -22.7% | +7.9% | -30.6% | -25.5% |
| 3M | +12.1% | -1.5% | +13.5% | +12.4% |
| 6M | +51.5% | +0.9% | +50.6% | +49.8% |
| YTD | +63.9% | +4.0% | +59.8% | +59.0% |
| 1Y | +76.6% | +10.4% | +66.2% | +66.7% |
| 3Y | +124.6% | +26.9% | +97.7% | +99.8% |
| 5Y | -42.7% | -19.4% | -23.3% | -39.7% |
| 10Y | +59.7% | +57.0% | +2.7% | +38.1% |
| All | +59.7% | +53.1% | +6.5% | +38.1% |
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