-22.2%
ISRG vs UDR
+8.1%
-30.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.6% |
| 7D | -6.1% | -2.4% | -3.7% | -5.0% |
| 30D | +4.2% | +6.7% | -2.5% | +1.8% |
| 3M | +9.6% | -1.8% | +11.4% | +10.3% |
| 6M | +1.9% | -1.8% | +3.6% | +3.4% |
| YTD | -22.3% | +2.5% | -24.8% | -22.0% |
| All | -22.2% | +8.1% | -30.3% | -23.6% |
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