-13.8%
VEEV vs UDR
-20.3%
+6.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -8.2% | -3.4% | -4.8% | -6.8% |
| 30D | +10.3% | -5.4% | +15.7% | +12.9% |
| 3M | +59.4% | -10.0% | +69.3% | +67.0% |
| 6M | +37.6% | -2.5% | +40.1% | +38.6% |
| YTD | +16.9% | -1.1% | +18.0% | +16.8% |
| 1Y | -5.0% | -3.9% | -1.1% | -4.0% |
| 3Y | +18.5% | +3.4% | +15.0% | +12.1% |
| 5Y | -13.8% | -18.9% | +5.1% | -5.5% |
| All | -13.8% | -20.3% | +6.4% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling