-18.3%
ZBH vs UDR
+47.3%
-65.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -6.6% | -3.4% | -3.2% | -5.2% |
| 30D | -4.9% | -5.4% | +0.5% | -2.7% |
| 3M | +5.1% | -10.0% | +15.1% | +9.9% |
| 6M | +1.3% | -2.5% | +3.9% | +2.1% |
| YTD | +3.4% | -1.1% | +4.5% | +3.3% |
| 1Y | -8.7% | -3.9% | -4.8% | -7.6% |
| 3Y | -21.2% | +3.4% | -24.7% | -23.9% |
| 5Y | -29.2% | -18.9% | -10.3% | -25.1% |
| All | -18.3% | +47.3% | -65.6% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling