-16.7%
NVO vs UDR
-3.8%
-13.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -7.6% | -3.5% | -4.1% | -6.5% |
| 30D | -6.0% | -5.3% | -0.7% | -4.3% |
| 3M | -0.8% | -9.5% | +8.8% | +2.3% |
| 6M | +16.5% | -0.7% | +17.1% | +17.5% |
| YTD | -11.1% | -1.2% | -9.9% | -10.4% |
| 1Y | -16.7% | -5.7% | -11.0% | -19.2% |
| All | -16.7% | -3.8% | -13.0% | -19.2% |
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