-61.7%
CSGP vs BMRN
-31.8%
-29.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.1% |
| 7D | -6.1% | +1.0% | -7.1% | -6.3% |
| 30D | +0.3% | +4.3% | -3.9% | -0.6% |
| 3M | -1.3% | -19.3% | +18.0% | +3.6% |
| 6M | -8.9% | +7.2% | -16.1% | -10.4% |
| YTD | -55.2% | -4.6% | -50.6% | -54.8% |
| 1Y | -56.4% | +2.5% | -58.9% | -56.9% |
| All | -61.7% | -31.8% | -29.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 3y: compounded portfolio wealth divided by compounded BMRN 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…
3y analysis · Full analysis span regression · 6 months rolling