+4.2%
TSEM vs REGN
+20,564.4%
-20,560.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.6% |
| 7D | +0.9% | -6.0% | +6.9% | +1.9% |
| 30D | -16.6% | -0.4% | -16.3% | -16.7% |
| 3M | -10.9% | +32.0% | -42.9% | -14.9% |
| 6M | +78.0% | +3.0% | +75.0% | +76.4% |
| YTD | +77.2% | +3.2% | +74.0% | +75.5% |
| 1Y | +207.6% | +43.4% | +164.1% | +188.3% |
| 3Y | +637.8% | -3.6% | +641.4% | +627.7% |
| 5Y | +617.0% | +23.1% | +593.9% | +572.9% |
| 10Y | +1,270.7% | +108.3% | +1,162.4% | +1,060.1% |
| All | +4.2% | +20,564.4% | -20,560.2% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling