+6,620.5%
INCY vs UDR
+1,247.3%
+5,373.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.3% |
| 7D | -2.2% | -3.3% | +1.1% | -0.6% |
| 30D | +3.7% | -5.6% | +9.3% | +6.6% |
| 3M | +22.1% | -9.4% | +31.5% | +27.9% |
| 6M | +29.8% | -3.0% | +32.7% | +31.4% |
| YTD | +27.6% | -0.4% | +28.0% | +26.9% |
| 1Y | +47.2% | -5.1% | +52.3% | +49.7% |
| 3Y | +97.0% | +4.2% | +92.7% | +87.6% |
| 5Y | +73.4% | -19.5% | +92.9% | +82.5% |
| 10Y | +59.2% | +47.9% | +11.4% | +8.5% |
| All | +6,620.5% | +1,247.3% | +5,373.2% | +1,319.0% |
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