+253.1%
TSEM vs REGN
+46.5%
+206.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +8.0% |
| 7D | +6.9% | +4.2% | +2.7% | +6.5% |
| 30D | +5.3% | +7.8% | -2.5% | +4.5% |
| 3M | -14.9% | +31.8% | -46.7% | -17.0% |
| 6M | +80.0% | +5.4% | +74.6% | +81.0% |
| YTD | +89.4% | +7.7% | +81.7% | +91.0% |
| 1Y | +253.1% | +46.7% | +206.4% | +251.3% |
| All | +253.1% | +46.5% | +206.6% | +251.3% |
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