+299.2%
TEVA vs UDR
-20.2%
+319.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +2.0% | -3.5% | +5.5% | +3.3% |
| 30D | +1.0% | -5.3% | +6.3% | +3.0% |
| 3M | +7.3% | -9.5% | +16.9% | +11.3% |
| 6M | +21.7% | -0.7% | +22.4% | +21.8% |
| YTD | +18.8% | -1.2% | +20.0% | +18.8% |
| 1Y | +86.5% | -5.7% | +92.2% | +89.6% |
| 3Y | +269.4% | +3.7% | +265.7% | +254.8% |
| All | +299.2% | -20.2% | +319.4% | +336.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling