+40.9%
REGN vs SARO
-6.5%
+47.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | +10.3% | +6.3% | +3.9% | +9.7% |
| 30D | +22.2% | +20.8% | +1.4% | +20.3% |
| 3M | +17.6% | -18.4% | +36.0% | +19.2% |
| 6M | +28.9% | +0.8% | +28.1% | +27.7% |
| YTD | +17.4% | -11.8% | +29.2% | +17.6% |
| 1Y | +40.9% | -7.3% | +48.2% | +42.8% |
| All | +40.9% | -6.5% | +47.4% | +42.8% |
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