+25.2%
CVNA vs REGN
+45.3%
-20.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.4% | +13.2% | +9.4% |
| 7D | +31.3% | +14.4% | +16.9% | +27.9% |
| 30D | +21.7% | +28.1% | -6.4% | +15.9% |
| 3M | +14.0% | +22.5% | -8.5% | +10.3% |
| 6M | +3.0% | +31.6% | -28.6% | -1.0% |
| YTD | -8.1% | +21.0% | -29.1% | -10.9% |
| 1Y | +25.2% | +49.0% | -23.8% | +35.2% |
| All | +25.2% | +45.3% | -20.1% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling