+193.4%
JNJ vs UDR
+47.3%
+146.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -4.3% | -3.4% | -1.0% | -3.4% |
| 30D | +3.0% | -5.4% | +8.5% | +4.6% |
| 3M | +12.2% | -10.0% | +22.2% | +15.4% |
| 6M | +10.5% | -2.5% | +13.0% | +11.2% |
| YTD | +30.8% | -1.1% | +31.9% | +30.9% |
| 1Y | +54.9% | -3.9% | +58.8% | +56.1% |
| 3Y | +80.7% | +3.4% | +77.2% | +76.7% |
| 5Y | +83.4% | -18.9% | +102.3% | +89.3% |
| All | +193.4% | +47.3% | +146.1% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling