-23.0%
IDXX vs WYNN
-11.0%
-12.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | -5.7% | -4.2% | -1.5% | -4.6% |
| 30D | -11.5% | -14.6% | +3.1% | -7.6% |
| 3M | -9.5% | -18.4% | +8.9% | -4.4% |
| 6M | -16.0% | -11.9% | -4.0% | -13.1% |
| YTD | -25.4% | -26.6% | +1.2% | -19.1% |
| 1Y | -21.8% | -28.5% | +6.8% | -14.9% |
| 3Y | +7.0% | -5.1% | +12.2% | +4.2% |
| All | -23.0% | -11.0% | -12.0% | -32.4% |
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