-53.1%
ILMN vs WYNN
-11.0%
-42.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -5.4% | -4.2% | -1.2% | -4.1% |
| 30D | +7.0% | -14.6% | +21.6% | +12.6% |
| 3M | +24.2% | -18.4% | +42.6% | +32.3% |
| 6M | +69.9% | -11.9% | +81.8% | +76.1% |
| YTD | +57.4% | -26.6% | +84.0% | +72.2% |
| 1Y | +107.9% | -28.5% | +136.4% | +127.5% |
| 3Y | +37.1% | -5.1% | +42.3% | +31.9% |
| All | -53.1% | -11.0% | -42.1% | -59.3% |
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 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