Rhododendron catawbiense Boursault is supposed to be evergreen, may take on a slight purplish hue to the foliage in winter.

It sounds like your shrub suffered some winter damage, it may have needed some protection its first winter. Or could be in a site where dessicated by drying winter winds -- two hours morning and late day sun should not be too much for catawbiense.

Do a scratch test with your fingernail and see if there is life under the bark. Remove (sharp pruners) anything clearly dead or damaged so those leaves/stems don't offer a foothold for secondary disease or insects.

Count your blessings that it didn't loose it's leaves. It is an evergreen.

Also, count your blessings that it is still dormant. It should not be pushing until mid May.

It is what is called an iron clad. They are very tough plants. However, for many of us, this past winter they took a beating with the very unusual winters some of us had with warm weather followed by late freezes. They have what is more typical of drought damage but in this case was caused by the warm weather followed by late freezes. It causes Botryosphaeria dothidea which causes leaves to turn dull green and then brown and roll and droop. Cankers form on branches which may girdle the branch. This is the most common disease of rhododendron in the landscape. A typical symptom of this fungal disease is scattered dying branches on an otherwise healthy plant. Leaves on infected stems turn brown, then droop and roll inward. These leaves often lay flat against the stem and will remain attached. The pathogen can infect all ages of stem tissue through wounds, pruning cuts, and leaf scars. Heat, drought stress, and winter injury can increase disease incidence. Cankers on branches can gradually grow through the wood until the stem becomes girdled. Diseased wood is reddish brown in appearance. Discolored wood viewed in longitudinal cross section often forms a wedge that points toward the center of the stem, and the pith may be darker brown than the surrounding wood. Sanitation and applying a fungicide such as metalaxyl (Subdue) after pruning my provide some control. Plants should be grown in partial shade, with mulch and kept well watered during dry periods. All dying branches should be promptly pruned out in dry weather and all discolored wood should be removed. Plants should also be protected from rough treatment during maintenance activities to prevent unnecessary wounds.

Here is a link that might be useful: Rhododendron and Azalea Troubleshooting