+205.1%
NBIX vs UDR
+47.2%
+157.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | -3.5% | +3.8% | +1.4% |
| 30D | -0.2% | -5.3% | +5.1% | +1.3% |
| 3M | -4.0% | -9.5% | +5.5% | -1.4% |
| 6M | +20.6% | -0.7% | +21.2% | +20.4% |
| YTD | +10.1% | -1.2% | +11.3% | +10.1% |
| 1Y | +8.8% | -5.7% | +14.5% | +10.1% |
| 3Y | +42.5% | +3.7% | +38.7% | +39.7% |
| 5Y | +61.5% | -18.9% | +80.4% | +67.4% |
| All | +205.1% | +47.2% | +157.9% | +181.5% |
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