+326.9%
AMGN vs SAP
+236.1%
+90.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.5% | -3.9% | +5.4% | +2.4% |
| 30D | +13.1% | +6.5% | +6.6% | +11.4% |
| 3M | +12.9% | +14.7% | -1.8% | +9.2% |
| 6M | +40.8% | +39.9% | +0.8% | +29.0% |
| YTD | +45.6% | -2.0% | +47.6% | +44.5% |
| 1Y | +42.7% | -6.0% | +48.7% | +43.2% |
| 3Y | +91.2% | +67.7% | +23.5% | +60.3% |
| 5Y | +158.1% | +78.8% | +79.4% | +109.8% |
| All | +326.9% | +236.1% | +90.9% | +170.6% |
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