+1,078.6%
NVS vs UDR
+1,165.6%
-87.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.2% | -13.8% |
| 7D | -14.6% | -2.1% | -12.5% | -14.2% |
| 30D | -11.9% | -5.6% | -6.3% | -10.9% |
| 3M | -6.0% | -5.8% | -0.2% | -4.9% |
| 6M | -11.4% | -1.1% | -10.3% | -11.3% |
| YTD | +2.9% | +1.6% | +1.3% | +2.5% |
| 1Y | +10.2% | -2.7% | +12.9% | +10.6% |
| 3Y | +55.3% | +6.3% | +49.0% | +52.3% |
| 5Y | +89.6% | -19.3% | +108.9% | +94.2% |
| 10Y | +176.1% | +46.0% | +130.1% | +147.2% |
| All | +1,078.6% | +1,165.6% | -87.0% | +577.3% |
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