+41.2%
ILMN vs UDR
+6.2%
+35.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -2.0% | +3.2% | +2.3% |
| 30D | +9.2% | -5.2% | +14.4% | +12.3% |
| 3M | +29.8% | -5.8% | +35.6% | +33.6% |
| 6M | +69.2% | -1.7% | +70.9% | +69.4% |
| YTD | +66.4% | +2.4% | +64.0% | +61.3% |
| 1Y | +123.4% | -2.1% | +125.5% | +123.0% |
| All | +41.2% | +6.2% | +35.0% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling