-17.1%
CTSH vs BMRN
-18.1%
+1.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | -8.2% | -3.8% | -4.4% | -7.3% |
| 30D | +0.4% | -6.5% | +6.9% | +2.0% |
| 3M | +10.6% | +11.2% | -0.6% | +7.8% |
| 6M | -8.8% | +5.8% | -14.6% | -10.3% |
| YTD | -28.6% | +8.4% | -37.0% | -30.3% |
| 1Y | -15.9% | +15.7% | -31.6% | -19.5% |
| 3Y | -13.9% | -28.6% | +14.7% | -9.9% |
| 5Y | -17.1% | -19.6% | +2.5% | -15.1% |
| All | -17.1% | -18.1% | +1.0% | -15.1% |
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 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