+22.2%
CTSH vs BMRN
-29.6%
+51.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +3.7% | -6.5% | +10.2% | +5.5% |
| 3M | +17.9% | +18.3% | -0.3% | +12.9% |
| 6M | -2.6% | +8.9% | -11.5% | -5.2% |
| YTD | -26.4% | +10.5% | -36.9% | -28.7% |
| 1Y | -13.0% | +17.5% | -30.5% | -17.6% |
| 3Y | -11.2% | -27.7% | +16.5% | -6.7% |
| 5Y | -14.3% | -15.8% | +1.5% | -15.3% |
| All | +22.2% | -29.6% | +51.8% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling