+123.4%
ILMN vs WYNN
-26.4%
+149.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | -3.9% | +5.1% | +1.7% |
| 30D | +9.2% | -9.3% | +18.5% | +10.4% |
| 3M | +29.8% | -11.4% | +41.3% | +31.8% |
| 6M | +69.2% | -11.0% | +80.2% | +71.1% |
| YTD | +66.4% | -23.4% | +89.7% | +69.5% |
| 1Y | +123.4% | -24.8% | +148.2% | +123.2% |
| All | +123.4% | -26.4% | +149.8% | +123.2% |
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 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