+3,690.5%
REGN vs UDR
+2,684.5%
+1,006.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -6.0% | -3.4% | -2.6% | -4.7% |
| 30D | -0.4% | -5.4% | +5.1% | +1.8% |
| 3M | +32.0% | -10.0% | +42.0% | +37.2% |
| 6M | +3.0% | -2.5% | +5.6% | +3.6% |
| YTD | +3.2% | -1.1% | +4.3% | +2.9% |
| 1Y | +43.4% | -3.9% | +47.3% | +44.3% |
| 3Y | -3.6% | +3.4% | -7.0% | -6.9% |
| 5Y | +23.1% | -18.9% | +42.0% | +28.4% |
| 10Y | +108.3% | +46.8% | +61.5% | +57.0% |
| All | +3,690.5% | +2,684.5% | +1,006.0% | +637.3% |
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