+5,402.3%
AZN vs CMS
+794.9%
+4,607.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | +13.8% | +6.2% | +7.7% | +12.2% |
| 3M | +17.3% | +0.6% | +16.7% | +17.1% |
| 6M | -1.7% | -1.8% | 0.0% | -1.3% |
| YTD | +1.4% | +3.8% | -2.5% | +0.4% |
| 1Y | +5.2% | -1.8% | +6.9% | +5.6% |
| 3Y | +52.6% | +39.8% | +12.8% | +40.8% |
| 5Y | +72.9% | +37.1% | +35.8% | +59.2% |
| 10Y | +333.0% | +138.6% | +194.4% | +249.4% |
| All | +5,402.3% | +794.9% | +4,607.4% | +2,949.4% |
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