+13,840.9%
TSM vs REGN
+6,765.4%
+7,075.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.8% | -5.2% | +10.0% | +5.8% |
| 30D | +4.0% | +0.1% | +4.0% | +3.9% |
| 3M | +2.0% | +31.2% | -29.2% | -3.5% |
| 6M | +25.5% | +3.6% | +21.9% | +24.0% |
| YTD | +44.0% | +5.0% | +39.0% | +41.7% |
| 1Y | +75.4% | +45.9% | +29.6% | +61.0% |
| 3Y | +406.7% | -1.9% | +408.6% | +395.8% |
| 5Y | +285.0% | +26.2% | +258.8% | +252.7% |
| 10Y | +1,815.4% | +112.1% | +1,703.3% | +1,425.5% |
| All | +13,840.9% | +6,765.4% | +7,075.4% | +4,544.7% |
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 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