+176.4%
VRTX vs UDR
-18.0%
+194.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | -3.4% | -2.1% | -1.4% | -2.9% |
| 30D | +6.6% | -5.6% | +12.2% | +8.2% |
| 3M | +19.4% | -5.8% | +25.2% | +21.2% |
| 6M | +15.8% | -1.1% | +16.9% | +15.9% |
| YTD | +16.7% | +1.6% | +15.1% | +15.6% |
| 1Y | +33.8% | -2.7% | +36.5% | +34.1% |
| 3Y | +54.2% | +6.3% | +47.9% | +49.3% |
| 5Y | +176.4% | -19.3% | +195.7% | +190.0% |
| All | +176.4% | -18.0% | +194.4% | +190.0% |
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