+467.0%
MRNA vs WYNN
-28.3%
+495.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.4% |
| 7D | -1.1% | -4.2% | +3.1% | -1.0% |
| 30D | +126.1% | -14.6% | +140.7% | +127.3% |
| 3M | +190.0% | -18.4% | +208.4% | +194.0% |
| 6M | +157.2% | -11.9% | +169.1% | +155.6% |
| YTD | +388.2% | -26.6% | +414.8% | +393.2% |
| 1Y | +467.0% | -28.5% | +495.6% | +474.9% |
| All | +467.0% | -28.3% | +495.4% | +474.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling