+16.1%
NVS vs WYNN
-27.1%
+43.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -13.1% | -4.1% | -9.0% | -12.8% |
| 30D | -7.9% | -14.4% | +6.5% | -6.6% |
| 3M | -9.2% | -18.0% | +8.8% | -7.7% |
| 6M | -9.4% | -12.2% | +2.8% | -8.4% |
| YTD | +3.9% | -26.5% | +30.4% | +5.9% |
| All | +16.1% | -27.1% | +43.2% | +18.4% |
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