+199.6%
AMGN vs SAP
+175.6%
+24.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -13.9% | -5.1% | -8.8% | -12.8% |
| 30D | -7.1% | -1.8% | -5.4% | -6.8% |
| 3M | +13.9% | +20.9% | -7.0% | +8.5% |
| 6M | +3.2% | +7.0% | -3.8% | +0.7% |
| YTD | +19.2% | -13.7% | +33.0% | +22.0% |
| 1Y | +41.1% | -19.6% | +60.7% | +47.0% |
| 3Y | +61.3% | +52.4% | +8.9% | +38.0% |
| 5Y | +109.1% | +54.4% | +54.6% | +76.0% |
| All | +199.6% | +175.6% | +24.0% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling