+10,489.9%
ILMN vs WYNN
+1,203.4%
+9,286.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.5% |
| 30D | +6.9% | -11.8% | +18.6% | +10.0% |
| 3M | +28.1% | -15.8% | +43.9% | +33.1% |
| 6M | +65.0% | -10.7% | +75.7% | +68.8% |
| YTD | +56.3% | -24.5% | +80.8% | +65.8% |
| 1Y | +108.7% | -25.0% | +133.8% | +120.6% |
| 3Y | +33.1% | -1.8% | +34.8% | +30.2% |
| 5Y | -54.1% | -10.0% | -44.1% | -55.8% |
| 10Y | +27.8% | +3.2% | +24.7% | +5.4% |
| All | +10,489.9% | +1,203.4% | +9,286.5% | +4,846.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling