-64.8%
CSGP vs BMRN
-14.7%
-50.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +2.9% | -6.9% | -4.9% |
| 30D | +2.3% | +11.0% | -8.7% | -0.7% |
| 3M | -8.2% | +17.8% | -26.0% | -12.2% |
| 6M | -35.1% | +10.1% | -45.2% | -37.0% |
| YTD | -54.0% | +11.9% | -66.0% | -55.7% |
| 1Y | -65.3% | +17.2% | -82.5% | -67.2% |
| 3Y | -62.6% | -28.5% | -34.1% | -60.1% |
| All | -64.8% | -14.7% | -50.0% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling