+115.0%
ILMN vs UDR
-2.7%
+117.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | +1.9% | -2.1% | +4.0% | +2.3% |
| 30D | +12.3% | -5.6% | +17.9% | +13.4% |
| 3M | +33.5% | -5.8% | +39.3% | +34.9% |
| 6M | +69.4% | -1.1% | +70.5% | +69.2% |
| YTD | +60.9% | +1.6% | +59.3% | +58.6% |
| 1Y | +115.0% | -2.7% | +117.6% | +118.7% |
| All | +115.0% | -2.7% | +117.7% | +118.7% |
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