-28.4%
SYK vs UDR
-3.8%
-24.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -9.1% | -3.5% | -5.6% | -7.5% |
| 30D | -20.6% | -5.3% | -15.3% | -18.5% |
| 3M | -9.6% | -9.5% | -0.1% | -5.0% |
| 6M | -19.9% | -0.7% | -19.2% | -18.4% |
| YTD | -21.2% | -1.2% | -20.0% | -20.4% |
| 1Y | -28.4% | -5.7% | -22.7% | -25.7% |
| All | -28.4% | -3.8% | -24.6% | -25.7% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling