-63.1%
CSGP vs BMRN
-30.6%
-32.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.6% |
| 7D | +1.3% | +2.1% | -0.8% | +0.7% |
| 30D | +2.8% | +3.8% | -1.0% | +1.7% |
| 3M | -6.3% | -16.5% | +10.2% | -1.4% |
| 6M | -3.2% | +6.9% | -10.0% | -5.3% |
| YTD | -54.0% | -3.7% | -50.3% | -53.7% |
| 1Y | -54.8% | +5.6% | -60.4% | -56.1% |
| 3Y | -60.6% | -31.4% | -29.2% | -57.6% |
| All | -63.1% | -30.6% | -32.5% | -61.9% |
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 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