+3,015.3%
CVNA vs REGN
+114.1%
+2,901.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -7.3% | -5.6% | -1.7% | -4.8% |
| 30D | -4.6% | -2.0% | -2.6% | -3.8% |
| 3M | +2.0% | +28.0% | -26.0% | -9.2% |
| 6M | +11.7% | +1.2% | +10.6% | +10.2% |
| YTD | -18.1% | +1.6% | -19.7% | -19.6% |
| 1Y | -2.4% | +38.2% | -40.6% | -18.4% |
| 3Y | +580.6% | -5.4% | +585.9% | +564.6% |
| 5Y | +4.9% | +21.3% | -16.4% | -14.3% |
| All | +3,015.3% | +114.1% | +2,901.2% | +1,611.5% |
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