+564.3%
BMY vs WYNN
+1,166.9%
-602.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -4.8% | -4.2% | -0.6% | -4.3% |
| 30D | -0.1% | -14.6% | +14.5% | +1.6% |
| 3M | +13.1% | -18.4% | +31.5% | +15.5% |
| 6M | +8.4% | -11.9% | +20.3% | +9.7% |
| YTD | +22.0% | -26.6% | +48.6% | +25.7% |
| 1Y | +40.3% | -28.5% | +68.8% | +44.7% |
| 3Y | +20.5% | -5.1% | +25.6% | +19.1% |
| 5Y | +23.7% | -10.5% | +34.2% | +20.0% |
| 10Y | +62.6% | +0.3% | +62.4% | +45.0% |
| All | +564.3% | +1,166.9% | -602.6% | +304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling