+663.2%
CSGP vs BMRN
+399.8%
+263.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +2.9% | -6.9% | -4.6% |
| 30D | +2.3% | +11.0% | -8.7% | +0.2% |
| 3M | -8.2% | +17.8% | -26.0% | -11.0% |
| 6M | -35.1% | +10.1% | -45.2% | -36.5% |
| YTD | -54.0% | +11.9% | -66.0% | -55.2% |
| 1Y | -65.3% | +17.2% | -82.5% | -66.6% |
| 3Y | -62.6% | -28.5% | -34.1% | -61.0% |
| 5Y | -64.8% | -21.7% | -43.1% | -64.3% |
| 10Y | +45.1% | -30.5% | +75.6% | +43.5% |
| All | +663.2% | +399.8% | +263.5% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling