+36.2%
QCOM vs UDR
-18.0%
+54.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | +5.1% | -2.1% | +7.1% | +6.0% |
| 30D | +4.3% | -5.6% | +9.9% | +7.0% |
| 3M | -19.6% | -5.8% | -13.8% | -18.0% |
| 6M | +29.5% | -1.1% | +30.6% | +28.7% |
| YTD | +3.4% | +1.6% | +1.8% | +1.3% |
| 1Y | +10.9% | -2.7% | +13.6% | +10.8% |
| 3Y | +74.8% | +6.3% | +68.5% | +64.7% |
| 5Y | +36.2% | -19.3% | +55.5% | +54.2% |
| All | +36.2% | -18.0% | +54.2% | +54.2% |
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 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