+50,186.6%
QCOM vs UDR
+2,463.1%
+47,723.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -2.0% | +5.3% | +4.0% |
| 30D | +7.7% | -5.2% | +12.9% | +9.6% |
| 3M | -30.1% | -5.8% | -24.3% | -29.0% |
| 6M | +22.8% | -1.7% | +24.5% | +22.8% |
| YTD | +0.2% | +2.4% | -2.2% | -1.2% |
| 1Y | +7.9% | -2.1% | +10.0% | +7.8% |
| 3Y | +55.8% | +4.2% | +51.6% | +51.3% |
| 5Y | +30.1% | -20.0% | +50.1% | +37.2% |
| 10Y | +248.9% | +44.6% | +204.2% | +191.9% |
| All | +50,186.6% | +2,463.1% | +47,723.5% | +19,521.6% |
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