+93.9%
ILMN vs WYNN
-32.5%
+126.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.1% | -10.9% | -5.1% |
| 7D | -21.6% | +15.4% | -37.0% | -22.3% |
| 30D | -22.9% | +6.8% | -29.6% | -22.9% |
| 3M | +11.6% | -15.4% | +27.0% | +14.8% |
| 6M | +62.5% | -20.0% | +82.5% | +68.6% |
| YTD | +72.7% | -31.0% | +103.8% | +80.5% |
| 1Y | +93.9% | -31.5% | +125.3% | +100.5% |
| All | +93.9% | -32.5% | +126.3% | +100.5% |
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 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