+3.2%
QCOM vs UDR
+11.3%
-8.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.5% | +2.0% | +3.5% | +5.3% |
| 30D | -1.1% | +7.9% | -9.0% | -2.0% |
| 3M | +7.6% | -1.5% | +9.0% | +7.6% |
| 6M | -20.1% | +0.9% | -21.0% | -22.1% |
| YTD | +3.0% | +4.0% | -1.0% | -0.3% |
| 1Y | +3.2% | +10.4% | -7.1% | -1.4% |
| All | +3.2% | +11.3% | -8.0% | -1.4% |
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