-62.4%
ZTS vs UDR
-20.7%
-41.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.6% |
| 7D | -3.8% | -3.3% | -0.5% | -2.2% |
| 30D | -2.0% | -5.6% | +3.6% | +0.8% |
| 3M | -10.2% | -9.4% | -0.8% | -5.9% |
| 6M | -39.4% | -3.0% | -36.5% | -38.7% |
| YTD | -40.8% | -0.4% | -40.4% | -41.0% |
| 1Y | -50.1% | -5.1% | -45.0% | -49.1% |
| 3Y | -58.9% | +4.2% | -63.1% | -60.7% |
| 5Y | -62.4% | -19.5% | -42.8% | -58.6% |
| All | -62.4% | -20.7% | -41.7% | -58.6% |
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