+22,282.0%
SYK vs UDR
+2,776.7%
+19,505.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -12.3% | -3.4% | -8.9% | -11.4% |
| 30D | -22.4% | -5.4% | -17.0% | -21.1% |
| 3M | -12.3% | -10.0% | -2.4% | -9.5% |
| 6M | -24.3% | -2.5% | -21.8% | -23.7% |
| YTD | -22.8% | -1.1% | -21.6% | -22.6% |
| 1Y | -28.8% | -3.9% | -24.9% | -28.0% |
| 3Y | -4.0% | +3.4% | -7.4% | -5.8% |
| 5Y | +3.8% | -18.9% | +22.7% | +9.0% |
| 10Y | +172.8% | +46.8% | +126.0% | +143.1% |
| All | +22,282.0% | +2,776.7% | +19,505.3% | +9,831.6% |
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