+96.8%
TEVA vs WYNN
-26.4%
+123.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | -3.9% | +3.7% | +0.5% |
| 30D | +4.7% | -9.3% | +14.0% | +6.4% |
| 3M | +5.6% | -11.4% | +17.0% | +7.8% |
| 6M | +10.5% | -11.0% | +21.4% | +12.3% |
| YTD | +16.5% | -23.4% | +39.9% | +20.2% |
| 1Y | +96.8% | -24.8% | +121.6% | +104.8% |
| All | +96.8% | -26.4% | +123.1% | +104.8% |
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