+236.7%
IQV vs WYNN
+1.1%
+235.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | -2.2% | -4.2% | +2.0% | -1.2% |
| 30D | +8.3% | -14.6% | +22.9% | +12.6% |
| 3M | +44.6% | -18.4% | +63.0% | +51.8% |
| 6M | +52.6% | -11.9% | +64.5% | +57.0% |
| YTD | +16.1% | -26.6% | +42.7% | +24.9% |
| 1Y | +37.3% | -28.5% | +65.8% | +47.7% |
| 3Y | +21.6% | -5.1% | +26.7% | +19.1% |
| 5Y | +0.5% | -10.5% | +11.0% | -4.6% |
| All | +236.7% | +1.1% | +235.6% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling