-49.1%
BSX vs SARO
-22.5%
-26.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -10.1% | -3.1% | -7.0% | -9.6% |
| 30D | -16.4% | -12.2% | -4.2% | -14.8% |
| 3M | -8.9% | -7.4% | -1.5% | -8.3% |
| 6M | -38.3% | -15.3% | -23.0% | -37.1% |
| YTD | -54.9% | -16.2% | -38.7% | -54.0% |
| 1Y | -58.8% | -12.1% | -46.7% | -58.5% |
| All | -49.1% | -22.5% | -26.7% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling