+32.4%
VRTX vs UDR
-5.5%
+38.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | -7.8% | -3.4% | -4.4% | -7.3% |
| 30D | -2.8% | -5.4% | +2.6% | -2.1% |
| 3M | +18.1% | -10.0% | +28.1% | +20.1% |
| 6M | +3.1% | -2.5% | +5.6% | +3.5% |
| YTD | +13.5% | -1.1% | +14.6% | +13.0% |
| 1Y | +32.4% | -3.9% | +36.3% | +33.2% |
| All | +32.4% | -5.5% | +38.0% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling