+44.5%
UDR vs BIIB
-26.8%
+71.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.0% |
| 7D | -3.4% | -4.0% | +0.7% | -2.9% |
| 30D | -5.4% | +5.7% | -11.1% | -6.1% |
| 3M | -10.0% | +10.9% | -20.9% | -11.2% |
| 6M | -2.5% | +14.3% | -16.9% | -4.4% |
| YTD | -1.1% | +22.4% | -23.5% | -3.9% |
| 1Y | -3.9% | +51.1% | -55.0% | -9.0% |
| 3Y | +3.4% | -16.8% | +20.3% | +3.7% |
| 5Y | -18.9% | -28.1% | +9.3% | -18.7% |
| All | +44.5% | -26.8% | +71.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling