-2.8%
BSX vs WYNN
-11.0%
+8.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -10.1% | -4.2% | -5.9% | -9.6% |
| 30D | -16.4% | -14.6% | -1.8% | -14.7% |
| 3M | -8.9% | -18.4% | +9.5% | -6.6% |
| 6M | -38.3% | -11.9% | -26.4% | -37.4% |
| YTD | -54.9% | -26.6% | -28.3% | -53.3% |
| 1Y | -58.8% | -28.5% | -30.3% | -57.3% |
| 3Y | -21.2% | -5.1% | -16.1% | -23.6% |
| All | -2.8% | -11.0% | +8.2% | -10.5% |
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