+1,152.6%
NBIX vs UDR
+1,109.9%
+42.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.3% |
| 7D | -1.1% | -3.4% | +2.3% | +0.6% |
| 30D | -3.3% | -5.4% | +2.1% | -0.7% |
| 3M | -2.7% | -10.0% | +7.3% | +2.2% |
| 6M | +20.6% | -2.5% | +23.1% | +21.3% |
| YTD | +10.4% | -1.1% | +11.5% | +10.1% |
| 1Y | +10.8% | -3.9% | +14.7% | +12.0% |
| 3Y | +43.3% | +3.4% | +39.8% | +36.5% |
| 5Y | +61.8% | -18.9% | +80.7% | +70.0% |
| 10Y | +218.3% | +46.8% | +171.5% | +117.7% |
| All | +1,152.6% | +1,109.9% | +42.7% | +122.9% |
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 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