-24.4%
ISRG vs UDR
-4.3%
-20.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.7% |
| 7D | -5.0% | -3.3% | -1.8% | -3.7% |
| 30D | -10.2% | -5.6% | -4.6% | -8.1% |
| 3M | -17.2% | -9.4% | -7.8% | -13.4% |
| 6M | -28.4% | -3.0% | -25.5% | -26.9% |
| YTD | -37.6% | -0.4% | -37.2% | -37.0% |
| 1Y | -24.4% | -5.1% | -19.3% | -18.2% |
| All | -24.4% | -4.3% | -20.2% | -18.2% |
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