+1,282.5%
TSEM vs REGN
+105.3%
+1,177.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | -4.9% | -5.6% | +0.7% | -3.6% |
| 30D | -18.7% | -2.0% | -16.8% | -18.5% |
| 3M | -18.1% | +28.0% | -46.1% | -23.2% |
| 6M | +77.1% | +1.2% | +75.9% | +75.6% |
| YTD | +80.1% | +1.6% | +78.5% | +78.3% |
| 1Y | +220.4% | +38.2% | +182.1% | +192.2% |
| 3Y | +650.1% | -5.4% | +655.4% | +637.5% |
| 5Y | +628.9% | +21.3% | +607.6% | +556.2% |
| All | +1,282.5% | +105.3% | +1,177.2% | +946.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling