+3,056.3%
INSM vs WYNN
+1,166.9%
+1,889.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +2.5% | -4.2% | +6.7% | +3.5% |
| 30D | -2.2% | -14.6% | +12.5% | +1.6% |
| 3M | +33.8% | -18.4% | +52.2% | +40.2% |
| 6M | -7.2% | -11.9% | +4.7% | -4.7% |
| YTD | -25.6% | -26.6% | +0.9% | -20.5% |
| 1Y | -11.2% | -28.5% | +17.3% | -5.0% |
| 3Y | +388.3% | -5.1% | +393.5% | +371.9% |
| 5Y | +376.6% | -10.5% | +387.1% | +351.4% |
| 10Y | +881.9% | +0.3% | +881.6% | +742.5% |
| All | +3,056.3% | +1,166.9% | +1,889.5% | +1,135.0% |
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