-50.3%
ZTS vs UDR
-5.5%
-44.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -4.5% | -3.4% | -1.1% | -3.2% |
| 30D | -3.3% | -5.4% | +2.1% | -1.1% |
| 3M | -9.7% | -10.0% | +0.2% | -6.0% |
| 6M | -38.8% | -2.5% | -36.3% | -38.3% |
| YTD | -41.2% | -1.1% | -40.1% | -40.9% |
| 1Y | -50.3% | -3.9% | -46.4% | -48.1% |
| All | -50.3% | -5.5% | -44.8% | -48.1% |
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