+59.2%
VRTX vs UDR
+5.5%
+53.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | -2.0% | +2.8% | +1.3% |
| 30D | +12.6% | -5.2% | +17.8% | +14.1% |
| 3M | +23.6% | -5.8% | +29.4% | +25.4% |
| 6M | +14.3% | -1.7% | +16.0% | +14.5% |
| YTD | +20.5% | +2.4% | +18.1% | +19.2% |
| 1Y | +37.6% | -2.1% | +39.7% | +37.8% |
| All | +59.2% | +5.5% | +53.7% | +56.3% |
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 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