+154.9%
AMGN vs SAP
+72.8%
+82.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +0.9% | +1.5% | -0.6% | +0.6% |
| 30D | +12.1% | +8.8% | +3.3% | +10.8% |
| 3M | +12.2% | +12.1% | +0.1% | +10.3% |
| 6M | +42.1% | +34.6% | +7.6% | +35.9% |
| YTD | +45.0% | -2.1% | +47.1% | +45.0% |
| 1Y | +47.7% | -5.5% | +53.3% | +48.6% |
| 3Y | +90.4% | +67.4% | +23.0% | +73.6% |
| 5Y | +154.9% | +74.6% | +80.4% | +139.2% |
| All | +154.9% | +72.8% | +82.1% | +139.2% |
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