+16.7%
VEEV vs UDR
+3.3%
+13.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.6% | -3.5% | -1.1% | -3.5% |
| 30D | +8.6% | -5.3% | +14.0% | +10.5% |
| 3M | +62.4% | -9.5% | +72.0% | +68.0% |
| 6M | +40.3% | -0.7% | +40.9% | +40.3% |
| YTD | +17.5% | -1.2% | +18.7% | +17.7% |
| 1Y | -6.1% | -5.7% | -0.4% | -4.3% |
| 3Y | +16.7% | +3.7% | +12.9% | +10.2% |
| All | +16.7% | +3.3% | +13.4% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling