+30.1%
BMY vs SARO
-23.7%
+53.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.8% |
| 7D | -6.4% | -4.0% | -2.4% | -6.0% |
| 30D | +0.2% | -16.1% | +16.4% | +1.7% |
| 3M | +16.0% | -4.5% | +20.5% | +15.9% |
| 6M | +8.3% | -17.0% | +25.4% | +9.4% |
| YTD | +22.2% | -17.5% | +39.7% | +23.5% |
| 1Y | +41.7% | -12.3% | +54.0% | +42.6% |
| All | +30.1% | -23.7% | +53.8% | +28.8% |
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 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