+5,380.6%
AMGN vs SAP
+2,233.8%
+3,146.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +1.1% | -2.9% | +4.0% | +1.8% |
| 30D | +7.8% | +9.0% | -1.2% | +5.5% |
| 3M | +27.3% | +14.9% | +12.3% | +22.5% |
| 6M | +16.8% | +11.9% | +4.9% | +12.4% |
| YTD | +36.3% | -9.9% | +46.2% | +37.2% |
| 1Y | +60.4% | -19.5% | +80.0% | +65.8% |
| 3Y | +86.3% | +61.8% | +24.5% | +60.1% |
| 5Y | +125.7% | +56.2% | +69.5% | +92.2% |
| 10Y | +247.0% | +180.6% | +66.4% | +149.2% |
| All | +5,380.6% | +2,233.8% | +3,146.9% | +2,352.5% |
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