+134,607.8%
UNH vs UDR
+2,798.0%
+131,809.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.4% |
| 7D | -1.7% | -3.3% | +1.6% | -0.7% |
| 30D | -3.8% | -5.6% | +1.8% | -2.2% |
| 3M | -4.3% | -9.4% | +5.1% | -1.5% |
| 6M | +38.6% | -3.0% | +41.6% | +39.6% |
| YTD | +20.7% | -0.4% | +21.1% | +20.3% |
| 1Y | +16.0% | -5.1% | +21.1% | +17.2% |
| 3Y | -13.5% | +4.2% | -17.7% | -16.2% |
| 5Y | +3.5% | -19.5% | +23.0% | +7.1% |
| 10Y | +245.3% | +47.9% | +197.4% | +192.9% |
| All | +134,607.8% | +2,798.0% | +131,809.8% | +51,081.3% |
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