+17,983.8%
ISRG vs UDR
+1,059.5%
+16,924.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | -2.0% | +0.4% | -0.7% |
| 30D | -2.3% | -5.2% | +2.9% | -0.1% |
| 3M | -12.4% | -5.8% | -6.7% | -10.2% |
| 6M | -26.8% | -1.7% | -25.1% | -26.4% |
| YTD | -35.3% | +2.4% | -37.6% | -36.2% |
| 1Y | -19.3% | -2.1% | -17.2% | -19.0% |
| 3Y | +18.1% | +4.2% | +13.9% | +14.2% |
| 5Y | +2.6% | -20.0% | +22.6% | +10.8% |
| 10Y | +379.4% | +44.6% | +334.8% | +291.5% |
| All | +17,983.8% | +1,059.5% | +16,924.4% | +5,054.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling