+215.5%
AZN vs CMS
+120.6%
+94.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | +0.6% | -2.8% | +3.3% | +1.5% |
| 3M | -10.8% | -7.1% | -3.7% | -8.5% |
| 6M | -18.1% | -10.0% | -8.1% | -15.2% |
| YTD | -12.3% | -0.9% | -11.3% | -12.0% |
| 1Y | -0.2% | -2.0% | +1.8% | +0.4% |
| 3Y | +23.4% | +33.0% | -9.6% | +11.9% |
| 5Y | +56.4% | +24.3% | +32.1% | +43.6% |
| All | +215.5% | +120.6% | +94.9% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling