-5.4%
REGN vs UDR
+3.3%
-8.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -3.5% | -2.1% | -4.6% |
| 30D | -2.0% | -5.3% | +3.4% | -0.4% |
| 3M | +28.0% | -9.5% | +37.5% | +31.5% |
| 6M | +1.2% | -0.7% | +1.8% | +0.9% |
| YTD | +1.6% | -1.2% | +2.8% | +1.2% |
| 1Y | +38.2% | -5.7% | +44.0% | +39.9% |
| 3Y | -5.4% | +3.7% | -9.1% | -4.1% |
| All | -5.4% | +3.3% | -8.7% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling