+51.9%
INCY vs UDR
+47.3%
+4.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | -3.7% | -3.4% | -0.3% | -2.9% |
| 30D | +1.8% | -5.4% | +7.3% | +3.2% |
| 3M | +17.0% | -10.0% | +26.9% | +20.0% |
| 6M | +28.4% | -2.5% | +30.9% | +29.2% |
| YTD | +24.8% | -1.1% | +25.9% | +24.8% |
| 1Y | +42.9% | -3.9% | +46.8% | +43.8% |
| 3Y | +92.7% | +3.4% | +89.2% | +89.5% |
| 5Y | +73.3% | -18.9% | +92.2% | +78.3% |
| All | +51.9% | +47.3% | +4.6% | +47.0% |
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 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