-21.2%
UDR vs EXEL
+289.1%
-310.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | +6.7% | +17.4% | -10.7% | +4.2% |
| 3M | -1.8% | +38.6% | -40.4% | -6.5% |
| 6M | -1.8% | +41.2% | -43.0% | -6.9% |
| YTD | +2.5% | +59.3% | -56.8% | -4.9% |
| 1Y | +7.9% | +60.2% | -52.3% | -0.1% |
| 3Y | +25.1% | +232.6% | -207.5% | -3.2% |
| 5Y | -21.2% | +285.9% | -307.0% | -42.4% |
| All | -21.2% | +289.1% | -310.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling