+5,737.1%
AMGN vs SAP
+2,448.5%
+3,288.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +9.3% | +6.5% | +2.7% | +7.6% |
| 3M | +12.1% | +12.2% | -0.1% | +8.9% |
| 6M | +40.3% | +46.1% | -5.8% | +27.1% |
| YTD | +45.2% | -1.6% | +46.8% | +43.1% |
| 1Y | +42.4% | -5.1% | +47.5% | +41.6% |
| 3Y | +91.0% | +68.4% | +22.7% | +62.8% |
| 5Y | +157.4% | +79.4% | +77.9% | +112.2% |
| 10Y | +321.0% | +230.5% | +90.5% | +190.9% |
| All | +5,737.1% | +2,448.5% | +3,288.7% | +2,456.8% |
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 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