+94.4%
NVS vs UDR
-20.1%
+114.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -15.7% | -3.4% | -12.3% | -14.9% |
| 30D | -11.1% | -5.4% | -5.7% | -9.8% |
| 3M | -7.2% | -10.0% | +2.8% | -4.7% |
| 6M | -12.3% | -2.5% | -9.8% | -11.9% |
| YTD | +2.8% | -1.1% | +3.9% | +2.8% |
| 1Y | +11.9% | -3.9% | +15.8% | +12.7% |
| 3Y | +55.1% | +3.4% | +51.6% | +53.2% |
| All | +94.4% | -20.1% | +114.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling