+9.2%
DXCM vs WYNN
-28.3%
+37.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -5.5% | -4.2% | -1.3% | -4.8% |
| 30D | -8.6% | -14.6% | +6.1% | -5.7% |
| 3M | +10.3% | -18.4% | +28.7% | +14.8% |
| 6M | +25.2% | -11.9% | +37.1% | +28.4% |
| YTD | +25.1% | -26.6% | +51.7% | +29.1% |
| 1Y | +9.2% | -28.5% | +37.8% | +10.9% |
| All | +9.2% | -28.3% | +37.6% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling