-25.0%
TEVA vs WYNN
+1.1%
-26.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.3% |
| 7D | +2.0% | -4.2% | +6.2% | +3.3% |
| 30D | +1.0% | -14.6% | +15.6% | +5.6% |
| 3M | +7.3% | -18.4% | +25.7% | +13.6% |
| 6M | +21.7% | -11.9% | +33.6% | +25.8% |
| YTD | +18.8% | -26.6% | +45.4% | +28.9% |
| 1Y | +86.5% | -28.5% | +115.0% | +102.4% |
| 3Y | +269.4% | -5.1% | +274.5% | +255.7% |
| 5Y | +303.6% | -10.5% | +314.1% | +273.8% |
| All | -25.0% | +1.1% | -26.1% | -39.5% |
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