+5,731.6%
AMGN vs SAP
+2,435.9%
+3,295.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | +12.1% | +8.8% | +3.3% | +9.9% |
| 3M | +12.2% | +12.1% | +0.1% | +9.0% |
| 6M | +42.1% | +34.6% | +7.6% | +31.3% |
| YTD | +45.0% | -2.1% | +47.1% | +43.1% |
| 1Y | +47.7% | -5.5% | +53.3% | +47.0% |
| 3Y | +90.4% | +67.4% | +23.0% | +62.5% |
| 5Y | +154.9% | +74.6% | +80.4% | +111.6% |
| 10Y | +313.6% | +224.0% | +89.6% | +187.1% |
| All | +5,731.6% | +2,435.9% | +3,295.7% | +2,457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling