+1.6%
ISRG vs UDR
-17.4%
+19.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | -2.0% | +0.4% | -0.5% |
| 30D | -2.3% | -5.2% | +2.9% | +0.5% |
| 3M | -12.4% | -5.8% | -6.7% | -9.5% |
| 6M | -26.8% | -1.7% | -25.1% | -26.3% |
| YTD | -35.3% | +2.4% | -37.6% | -36.4% |
| 1Y | -19.3% | -2.1% | -17.2% | -18.8% |
| 3Y | +18.1% | +4.2% | +13.9% | +12.9% |
| All | +1.6% | -17.4% | +19.0% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling