+10.9%
NBIX vs SARO
-7.4%
+18.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | -3.6% | -20.0% | +16.4% | -0.6% |
| 3M | -7.0% | -2.9% | -4.1% | -7.2% |
| 6M | +16.6% | -17.7% | +34.3% | +18.0% |
| YTD | +9.7% | -13.5% | +23.2% | +9.6% |
| 1Y | +10.9% | -9.7% | +20.6% | +8.9% |
| All | +10.9% | -7.4% | +18.2% | +8.9% |
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