-7.6%
CTSH vs BMRN
+8.7%
-16.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +2.4% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | +13.1% | -0.7% | +13.8% | +13.2% |
| 3M | +17.9% | -5.9% | +23.8% | +19.5% |
| 6M | +28.5% | +3.0% | +25.5% | +28.5% |
| YTD | -19.3% | -3.9% | -15.4% | -18.3% |
| 1Y | -7.6% | +8.8% | -16.4% | -8.2% |
| All | -7.6% | +8.7% | -16.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling