+51.2%
JNJ vs UDR
+14.9%
+36.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +2.6% |
| 7D | +1.9% | +7.2% | -5.3% | -0.3% |
| 30D | +9.2% | +10.5% | -1.2% | +5.9% |
| 3M | +8.9% | -2.3% | +11.2% | +9.6% |
| 6M | +24.6% | +4.0% | +20.6% | +24.5% |
| YTD | +35.7% | +5.6% | +30.1% | +33.7% |
| 1Y | +51.2% | +13.0% | +38.2% | +46.6% |
| All | +51.2% | +14.9% | +36.3% | +46.6% |
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