+1,045.4%
ILMN vs UDR
+1,038.9%
+6.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -2.0% | +3.2% | +2.0% |
| 30D | +9.2% | -5.2% | +14.4% | +11.4% |
| 3M | +29.8% | -5.8% | +35.6% | +32.6% |
| 6M | +69.2% | -1.7% | +70.9% | +69.5% |
| YTD | +66.4% | +2.4% | +64.0% | +63.6% |
| 1Y | +123.4% | -2.1% | +125.5% | +123.4% |
| 3Y | +33.2% | +4.2% | +29.0% | +29.9% |
| 5Y | -52.0% | -20.0% | -32.0% | -48.4% |
| 10Y | +33.6% | +44.6% | -11.0% | +10.1% |
| All | +1,045.4% | +1,038.9% | +6.5% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling