+1,779.8%
TSM vs REGN
+105.3%
+1,674.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | +1.0% | -5.6% | +6.6% | +2.1% |
| 30D | +1.0% | -2.0% | +2.9% | +1.2% |
| 3M | +2.9% | +28.0% | -25.1% | -2.4% |
| 6M | +22.8% | +1.2% | +21.7% | +22.0% |
| YTD | +43.3% | +1.6% | +41.7% | +42.0% |
| 1Y | +69.2% | +38.2% | +30.9% | +56.3% |
| 3Y | +404.5% | -5.4% | +409.9% | +397.9% |
| 5Y | +282.2% | +21.3% | +260.9% | +250.0% |
| All | +1,779.8% | +105.3% | +1,674.5% | +1,388.7% |
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