+14.1%
BIIB vs SARO
-23.7%
+37.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.4% |
| 7D | -4.0% | -4.0% | 0.0% | -3.7% |
| 30D | +5.7% | -16.1% | +21.8% | +7.3% |
| 3M | +10.9% | -4.5% | +15.4% | +11.0% |
| 6M | +14.3% | -17.0% | +31.4% | +15.8% |
| YTD | +22.4% | -17.5% | +39.9% | +23.7% |
| 1Y | +51.1% | -12.3% | +63.3% | +51.8% |
| All | +14.1% | -23.7% | +37.9% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling