+71.1%
RPRX vs WYNN
-11.0%
+82.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -8.4% | -4.2% | -4.2% | -7.9% |
| 30D | -0.6% | -14.6% | +14.0% | +1.0% |
| 3M | +6.4% | -18.4% | +24.8% | +8.7% |
| 6M | +26.6% | -11.9% | +38.5% | +28.1% |
| YTD | +53.8% | -26.6% | +80.4% | +58.4% |
| 1Y | +62.8% | -28.5% | +91.3% | +67.8% |
| 3Y | +118.0% | -5.1% | +123.2% | +114.1% |
| All | +71.1% | -11.0% | +82.1% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling