-39.8%
INSM vs WYNN
-32.5%
-7.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.1% | -0.7% | +4.0% |
| 7D | +13.4% | +15.4% | -2.0% | +10.1% |
| 30D | +5.9% | +6.8% | -0.8% | +4.1% |
| 3M | +11.4% | -15.4% | +26.8% | +13.5% |
| 6M | -21.4% | -20.0% | -1.5% | -18.9% |
| YTD | -36.8% | -31.0% | -5.8% | -33.4% |
| 1Y | -39.8% | -31.5% | -8.3% | -36.7% |
| All | -39.8% | -32.5% | -7.4% | -36.7% |
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 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