+4,753.5%
AZN vs CMS
+763.5%
+3,990.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +0.7% | -3.6% | +4.3% | +1.6% |
| 3M | -10.5% | -1.9% | -8.6% | -10.1% |
| 6M | -19.3% | -11.0% | -8.3% | -17.1% |
| YTD | -10.6% | +0.2% | -10.8% | -10.6% |
| 1Y | +0.5% | -1.3% | +1.8% | +0.7% |
| 3Y | +25.9% | +35.9% | -10.1% | +16.8% |
| 5Y | +52.4% | +23.1% | +29.3% | +43.8% |
| 10Y | +220.8% | +117.9% | +102.9% | +164.0% |
| All | +4,753.5% | +763.5% | +3,990.0% | +2,612.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling