+80.5%
TSEM vs REGN
+45.3%
+35.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.4% | -4.4% | -9.3% |
| 7D | -23.1% | +14.4% | -37.5% | -21.0% |
| 30D | -40.4% | +28.1% | -68.5% | -38.9% |
| 3M | -37.9% | +22.5% | -60.4% | -36.3% |
| 6M | -30.8% | +31.6% | -62.4% | -28.2% |
| YTD | +26.7% | +21.0% | +5.7% | +34.0% |
| 1Y | +80.5% | +49.0% | +31.5% | +119.1% |
| All | +80.5% | +45.3% | +35.2% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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