+62.9%
BSX vs CVNA
+2,461.5%
-2,398.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -10.1% | -7.3% | -2.8% | -9.6% |
| 30D | -16.4% | -4.6% | -11.8% | -16.2% |
| 3M | -8.9% | +2.0% | -10.9% | -9.2% |
| 6M | -38.3% | +11.7% | -50.0% | -39.0% |
| YTD | -54.9% | -18.1% | -36.9% | -54.7% |
| 1Y | -58.8% | -2.4% | -56.4% | -59.2% |
| 3Y | -21.2% | +580.6% | -601.8% | -33.4% |
| 5Y | -3.3% | +4.9% | -8.2% | -13.1% |
| All | +62.9% | +2,461.5% | -2,398.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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