+33.7%
ILMN vs WYNN
-4.3%
+38.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | -9.2% | -3.4% | -5.8% | -8.1% |
| 30D | +4.4% | -15.4% | +19.8% | +10.3% |
| 3M | +23.9% | -15.8% | +39.7% | +30.8% |
| 6M | +64.5% | -13.5% | +78.0% | +71.6% |
| YTD | +53.5% | -26.0% | +79.4% | +68.0% |
| 1Y | +110.8% | -27.4% | +138.2% | +129.9% |
| All | +33.7% | -4.3% | +38.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling