+60.4%
AMGN vs SAP
-19.8%
+80.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | +7.8% | +9.0% | -1.2% | +7.3% |
| 3M | +27.3% | +14.9% | +12.3% | +25.5% |
| 6M | +16.8% | +11.9% | +4.9% | +16.1% |
| YTD | +36.3% | -9.9% | +46.2% | +38.1% |
| 1Y | +60.4% | -19.5% | +80.0% | +67.5% |
| All | +60.4% | -19.8% | +80.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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