+386.2%
ISRG vs WYNN
+1.1%
+385.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +0.7% | -4.2% | +4.9% | +1.7% |
| 30D | -8.0% | -14.6% | +6.6% | -4.3% |
| 3M | -10.6% | -18.4% | +7.8% | -5.9% |
| 6M | -25.1% | -11.9% | -13.2% | -22.9% |
| YTD | -34.8% | -26.6% | -8.2% | -29.9% |
| 1Y | -19.0% | -28.5% | +9.5% | -12.7% |
| 3Y | +22.1% | -5.1% | +27.2% | +18.8% |
| 5Y | +8.2% | -10.5% | +18.7% | +2.0% |
| All | +386.2% | +1.1% | +385.0% | +320.2% |
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