+674.0%
MRNA vs WYNN
-14.7%
+688.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.4% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | +126.1% | -14.6% | +140.7% | +128.9% |
| 3M | +190.0% | -18.4% | +208.4% | +194.6% |
| 6M | +157.2% | -11.9% | +169.1% | +159.3% |
| YTD | +388.2% | -26.6% | +414.8% | +399.5% |
| 1Y | +467.0% | -28.5% | +495.6% | +480.4% |
| 3Y | +36.1% | -5.1% | +41.2% | +34.9% |
| 5Y | -68.0% | -10.5% | -57.5% | -69.3% |
| All | +674.0% | -14.7% | +688.7% | +651.8% |
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