+56.1%
RPRX vs WYNN
-4.6%
+60.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -4.0% | -1.4% | -2.6% | -3.9% |
| 30D | +4.9% | -11.8% | +16.7% | +6.2% |
| 3M | +9.4% | -15.8% | +25.2% | +11.2% |
| 6M | +33.3% | -10.7% | +44.0% | +34.5% |
| YTD | +59.0% | -24.5% | +83.4% | +62.9% |
| 1Y | +69.2% | -25.0% | +94.3% | +73.3% |
| 3Y | +124.1% | -1.8% | +125.8% | +119.9% |
| 5Y | +77.9% | -10.0% | +87.9% | +70.7% |
| All | +56.1% | -4.6% | +60.7% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling