-58.7%
ZTS vs UDR
-20.8%
-37.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | +5.6% | -0.4% | +5.9% | +5.8% |
| 30D | +12.1% | +7.8% | +4.3% | +8.1% |
| 3M | +11.3% | -2.8% | +14.0% | +13.0% |
| 6M | +14.3% | -1.4% | +15.7% | +15.0% |
| YTD | -31.9% | +3.4% | -35.3% | -33.3% |
| 1Y | -29.3% | +9.9% | -39.1% | -32.8% |
| 3Y | -48.0% | +28.5% | -76.6% | -55.7% |
| All | -58.7% | -20.8% | -37.9% | -53.9% |
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