+6,749.8%
TEVA vs UDR
+2,776.7%
+3,973.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -0.7% | -3.4% | +2.6% | 0.0% |
| 30D | -0.4% | -5.4% | +5.1% | +0.8% |
| 3M | +8.2% | -10.0% | +18.2% | +10.7% |
| 6M | +15.3% | -2.5% | +17.9% | +15.9% |
| YTD | +16.5% | -1.1% | +17.6% | +16.5% |
| 1Y | +85.7% | -3.9% | +89.6% | +86.8% |
| 3Y | +277.9% | +3.4% | +274.4% | +271.3% |
| 5Y | +295.5% | -18.9% | +314.4% | +307.8% |
| 10Y | -24.5% | +46.8% | -71.3% | -31.6% |
| All | +6,749.8% | +2,776.7% | +3,973.0% | +2,805.3% |
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