+612.7%
VEEV vs UDR
+138.1%
+474.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -5.2% | -2.1% | -3.1% | -4.5% |
| 30D | +14.9% | -5.6% | +20.5% | +16.9% |
| 3M | +58.4% | -5.8% | +64.1% | +61.4% |
| 6M | +35.5% | -1.1% | +36.6% | +35.6% |
| YTD | +18.6% | +1.6% | +17.0% | +17.6% |
| 1Y | -6.3% | -2.7% | -3.7% | -6.0% |
| 3Y | +20.2% | +6.3% | +13.9% | +16.0% |
| 5Y | -13.8% | -19.3% | +5.5% | -10.5% |
| 10Y | +542.0% | +46.0% | +496.0% | +449.5% |
| All | +612.7% | +138.1% | +474.6% | +376.1% |
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