+0.7%
REGN vs CAVA
+33.0%
-32.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.7% |
| 7D | -5.6% | -8.0% | +2.4% | -5.2% |
| 30D | -2.0% | -19.6% | +17.6% | -0.9% |
| 3M | +28.0% | -36.7% | +64.6% | +30.8% |
| 6M | +1.2% | -30.6% | +31.7% | +2.7% |
| YTD | +1.6% | -4.8% | +6.4% | +1.1% |
| 1Y | +38.2% | -13.1% | +51.4% | +38.0% |
| 3Y | -5.4% | +48.8% | -54.1% | -5.6% |
| All | +0.7% | +33.0% | -32.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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