+0.8%
CVNA vs REGN
+46.5%
-45.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.4% | +1.9% |
| 7D | +0.7% | +4.2% | -3.5% | 0.0% |
| 30D | +7.4% | +7.8% | -0.5% | +6.1% |
| 3M | +12.7% | +31.8% | -19.1% | +7.7% |
| 6M | +17.9% | +5.4% | +12.5% | +17.0% |
| YTD | -11.6% | +7.7% | -19.3% | -12.6% |
| 1Y | +0.8% | +46.7% | -45.9% | -7.1% |
| All | +0.8% | +46.5% | -45.7% | -7.1% |
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