+220.4%
TSEM vs REGN
+41.3%
+179.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.8% |
| 7D | -4.9% | -5.6% | +0.7% | -4.4% |
| 30D | -18.7% | -2.0% | -16.8% | -18.7% |
| 3M | -18.1% | +28.0% | -46.1% | -20.5% |
| 6M | +77.1% | +1.2% | +75.9% | +78.8% |
| YTD | +80.1% | +1.6% | +78.5% | +82.5% |
| 1Y | +220.4% | +38.2% | +182.1% | +215.9% |
| All | +220.4% | +41.3% | +179.1% | +215.9% |
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