-5.3%
IDXX vs WYNN
-33.2%
+27.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | -1.2% |
| 7D | +22.6% | +11.3% | +11.3% | +17.7% |
| 30D | +33.4% | +10.9% | +22.6% | +28.0% |
| 3M | +14.6% | -17.9% | +32.5% | +20.8% |
| 6M | +16.7% | -22.3% | +39.1% | +25.3% |
| YTD | -0.1% | -30.4% | +30.4% | +9.7% |
| 1Y | -5.3% | -31.5% | +26.3% | +4.3% |
| All | -5.3% | -33.2% | +27.9% | +4.3% |
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