+650.1%
TSEM vs BBIO
+154.4%
+495.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -3.2% | -1.7% | -4.2% |
| 30D | -18.7% | -13.6% | -5.1% | -16.2% |
| 3M | -18.1% | +7.2% | -25.4% | -19.7% |
| 6M | +77.1% | +1.5% | +75.6% | +76.0% |
| YTD | +80.1% | -5.3% | +85.4% | +80.1% |
| 1Y | +220.4% | +37.7% | +182.7% | +197.3% |
| 3Y | +650.1% | +153.9% | +496.2% | +499.3% |
| All | +650.1% | +154.4% | +495.6% | +499.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling