+53.6%
AZN vs CMS
+23.1%
+30.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -3.1% | -1.3% | -1.8% | -2.7% |
| 3M | -14.4% | -5.4% | -9.1% | -12.6% |
| 6M | -19.5% | -10.3% | -9.2% | -16.2% |
| YTD | -13.8% | -0.2% | -13.5% | -13.6% |
| 1Y | -2.4% | -0.9% | -1.5% | -2.0% |
| 3Y | +21.3% | +34.0% | -12.7% | +9.6% |
| 5Y | +53.6% | +23.6% | +30.1% | +46.6% |
| All | +53.6% | +23.1% | +30.6% | +46.6% |
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