+174.9%
NVS vs WYNN
+1.1%
+173.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -14.3% | -4.2% | -10.1% | -14.0% |
| 30D | -10.0% | -14.6% | +4.7% | -8.8% |
| 3M | -10.9% | -18.4% | +7.5% | -9.4% |
| 6M | -12.0% | -11.9% | 0.0% | -11.1% |
| YTD | +2.5% | -26.6% | +29.1% | +4.9% |
| 1Y | +10.7% | -28.5% | +39.2% | +13.3% |
| 3Y | +53.3% | -5.1% | +58.4% | +51.6% |
| 5Y | +93.6% | -10.5% | +104.1% | +88.6% |
| All | +174.9% | +1.1% | +173.7% | +145.7% |
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