+11.2%
QCOM vs UDR
-18.0%
+29.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.1% |
| 7D | +0.4% | +3.0% | -2.6% | -0.9% |
| 30D | -6.6% | +10.3% | -16.9% | -10.8% |
| 3M | +3.7% | -2.9% | +6.6% | +4.9% |
| 6M | -13.3% | +0.3% | -13.6% | -14.5% |
| YTD | -1.8% | +3.8% | -5.6% | -4.9% |
| 1Y | -2.5% | +12.7% | -15.2% | -9.7% |
| 3Y | +47.0% | +27.6% | +19.4% | +24.8% |
| All | +11.2% | -18.0% | +29.2% | +24.5% |
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