+22,288.4%
ISRG vs WYNN
+1,203.4%
+21,085.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.4% |
| 7D | -5.0% | -1.4% | -3.6% | -4.7% |
| 30D | -10.2% | -11.8% | +1.6% | -7.3% |
| 3M | -17.2% | -15.8% | -1.4% | -13.5% |
| 6M | -28.4% | -10.7% | -17.7% | -26.6% |
| YTD | -37.6% | -24.5% | -13.2% | -33.3% |
| 1Y | -24.4% | -25.0% | +0.6% | -19.5% |
| 3Y | +18.4% | -1.8% | +20.2% | +14.5% |
| 5Y | -1.0% | -10.0% | +9.1% | -6.1% |
| 10Y | +370.1% | +3.2% | +367.0% | +276.0% |
| All | +22,288.4% | +1,203.4% | +21,085.0% | +8,260.5% |
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