+550.7%
ISRG vs UDR
+56.7%
+494.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.8% | -1.8% | -5.0% | -5.9% |
| 30D | +5.1% | +7.9% | -2.8% | +1.2% |
| 3M | +12.0% | -0.8% | +12.8% | +12.4% |
| 6M | +7.0% | 0.0% | +7.0% | +7.0% |
| YTD | -20.6% | +3.7% | -24.4% | -22.5% |
| 1Y | -21.4% | +8.5% | -30.0% | -25.1% |
| 3Y | +62.0% | +26.6% | +35.4% | +40.8% |
| 5Y | +28.1% | -20.2% | +48.3% | +40.5% |
| 10Y | +550.7% | +54.7% | +496.0% | +483.9% |
| All | +550.7% | +56.7% | +494.0% | +483.9% |
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