+650.1%
TSEM vs REGN
-4.3%
+654.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.9% |
| 7D | -4.9% | -5.6% | +0.7% | -3.9% |
| 30D | -18.7% | -2.0% | -16.8% | -18.6% |
| 3M | -18.1% | +28.0% | -46.1% | -22.1% |
| 6M | +77.1% | +1.2% | +75.9% | +76.7% |
| YTD | +80.1% | +1.6% | +78.5% | +79.7% |
| 1Y | +220.4% | +38.2% | +182.1% | +199.0% |
| 3Y | +650.1% | -5.4% | +655.4% | +636.3% |
| All | +650.1% | -4.3% | +654.4% | +636.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling