+91.3%
NVTS vs WYNN
-28.3%
+119.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.4% | -4.2% | +2.8% | +0.2% |
| 30D | -16.5% | -14.6% | -1.9% | -11.4% |
| 3M | -47.6% | -18.4% | -29.2% | -43.4% |
| 6M | +7.3% | -11.9% | +19.2% | +11.1% |
| YTD | +62.9% | -26.6% | +89.5% | +84.3% |
| 1Y | +91.3% | -28.5% | +119.8% | +117.7% |
| All | +91.3% | -28.3% | +119.6% | +117.7% |
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 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