+55.5%
ZTS vs UDR
+47.3%
+8.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -4.5% | -3.4% | -1.1% | -3.1% |
| 30D | -3.3% | -5.4% | +2.1% | -0.9% |
| 3M | -9.7% | -10.0% | +0.2% | -5.8% |
| 6M | -38.8% | -2.5% | -36.3% | -38.3% |
| YTD | -41.2% | -1.1% | -40.1% | -41.1% |
| 1Y | -50.3% | -3.9% | -46.4% | -49.7% |
| 3Y | -59.1% | +3.4% | -62.6% | -60.4% |
| 5Y | -62.8% | -18.9% | -43.9% | -60.5% |
| All | +55.5% | +47.3% | +8.2% | +40.3% |
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 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