+37.7%
BBIO vs SARO
-10.7%
+48.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -3.2% | -3.1% | -0.1% | -2.4% |
| 30D | -13.6% | -12.2% | -1.4% | -10.7% |
| 3M | +7.2% | -7.4% | +14.6% | +8.6% |
| 6M | +1.5% | -15.3% | +16.7% | +5.6% |
| YTD | -5.3% | -16.2% | +10.9% | -1.1% |
| 1Y | +37.7% | -12.1% | +49.8% | +40.8% |
| All | +37.7% | -10.7% | +48.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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