+73.8%
AZN vs CMS
+35.3%
+38.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.9% | -1.1% | -0.7% | -1.4% |
| 30D | +17.1% | +6.6% | +10.6% | +14.4% |
| 3M | +16.8% | +0.8% | +16.0% | +16.4% |
| 6M | +2.0% | -3.3% | +5.3% | +3.3% |
| YTD | +1.9% | +2.7% | -0.8% | +1.1% |
| 1Y | +5.2% | -4.0% | +9.2% | +6.8% |
| 3Y | +54.8% | +37.6% | +17.2% | +38.9% |
| All | +73.8% | +35.3% | +38.6% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling