+13.0%
UDR vs EXEL
+92.4%
-79.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +7.2% | +9.8% | -2.5% | +6.4% |
| 30D | +10.5% | +23.6% | -13.2% | +8.5% |
| 3M | -2.3% | +29.9% | -32.2% | -4.4% |
| 6M | +4.0% | +64.7% | -60.7% | +0.5% |
| YTD | +5.6% | +66.0% | -60.4% | +1.6% |
| 1Y | +13.0% | +92.0% | -78.9% | +7.1% |
| All | +13.0% | +92.4% | -79.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling