+97.5%
REGN vs WYNN
+1.1%
+96.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.6% | -4.2% | -1.4% | -5.3% |
| 30D | -2.0% | -14.6% | +12.7% | -0.7% |
| 3M | +28.0% | -18.4% | +46.4% | +30.1% |
| 6M | +1.2% | -11.9% | +13.1% | +2.1% |
| YTD | +1.6% | -26.6% | +28.2% | +4.0% |
| 1Y | +38.2% | -28.5% | +66.8% | +41.5% |
| 3Y | -5.4% | -5.1% | -0.2% | -6.2% |
| 5Y | +21.3% | -10.5% | +31.8% | +18.7% |
| All | +97.5% | +1.1% | +96.3% | +87.0% |
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