+110.3%
JCI vs UDR
-20.7%
+131.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | +4.1% | -3.3% | +7.3% | +5.5% |
| 30D | -3.8% | -5.6% | +1.8% | -1.5% |
| 3M | -1.6% | -9.4% | +7.8% | +2.1% |
| 6M | +9.5% | -3.0% | +12.5% | +10.0% |
| YTD | +21.7% | -0.4% | +22.1% | +20.4% |
| 1Y | +37.1% | -5.1% | +42.3% | +38.5% |
| 3Y | +165.2% | +4.2% | +161.0% | +152.9% |
| 5Y | +110.3% | -19.5% | +129.8% | +124.9% |
| All | +110.3% | -20.7% | +131.0% | +124.9% |
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