-21.4%
ISRG vs UDR
+9.8%
-31.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.8% | -1.8% | -5.0% | -6.0% |
| 30D | +5.1% | +7.9% | -2.8% | +2.1% |
| 3M | +12.0% | -0.8% | +12.8% | +12.2% |
| 6M | +7.0% | 0.0% | +7.0% | +7.8% |
| YTD | -20.6% | +3.7% | -24.4% | -20.8% |
| 1Y | -21.4% | +8.5% | -30.0% | -23.0% |
| All | -21.4% | +9.8% | -31.2% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling