+5,433.1%
AZN vs CMS
+785.3%
+4,647.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.9% | -1.1% | -0.7% | -1.6% |
| 30D | +17.1% | +6.6% | +10.6% | +15.4% |
| 3M | +16.8% | +0.8% | +16.0% | +16.6% |
| 6M | +2.0% | -3.3% | +5.3% | +2.8% |
| YTD | +1.9% | +2.7% | -0.8% | +1.3% |
| 1Y | +5.2% | -4.0% | +9.2% | +6.2% |
| 3Y | +54.8% | +37.6% | +17.2% | +43.3% |
| 5Y | +62.4% | +35.4% | +27.0% | +50.1% |
| 10Y | +335.4% | +136.0% | +199.4% | +252.3% |
| All | +5,433.1% | +785.3% | +4,647.8% | +2,974.5% |
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 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