+108.0%
AMGN vs SAP
+56.2%
+51.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -9.8% |
| 7D | -10.3% | -0.3% | -10.0% | -10.2% |
| 30D | -3.8% | +2.6% | -6.4% | -4.1% |
| 3M | +14.4% | +16.3% | -1.9% | +11.8% |
| 6M | +7.8% | +6.4% | +1.4% | +6.6% |
| YTD | +22.6% | -11.4% | +34.0% | +24.3% |
| 1Y | +44.2% | -20.4% | +64.6% | +48.9% |
| 3Y | +65.8% | +56.5% | +9.3% | +52.0% |
| 5Y | +108.0% | +56.8% | +51.2% | +90.8% |
| All | +108.0% | +56.2% | +51.8% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling