+187.4%
ABBV vs WYNN
-11.0%
+198.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +0.3% | -4.2% | +4.5% | +0.4% |
| 30D | +3.4% | -14.6% | +18.0% | +3.9% |
| 3M | +15.2% | -18.4% | +33.6% | +16.0% |
| 6M | +14.7% | -11.9% | +26.6% | +15.1% |
| YTD | +15.2% | -26.6% | +41.8% | +16.4% |
| 1Y | +20.4% | -28.5% | +48.9% | +21.6% |
| 3Y | +91.3% | -5.1% | +96.5% | +89.0% |
| All | +187.4% | -11.0% | +198.4% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 5y: compounded portfolio wealth divided by compounded WYNN 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…
5y analysis · Full analysis span regression · 6 months rolling