+5.0%
VEEV vs WYNN
-34.2%
+39.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.4% |
| 7D | -0.1% | +6.9% | -7.0% | -1.2% |
| 30D | +9.4% | +3.5% | +5.9% | +8.7% |
| 3M | +45.2% | -21.4% | +66.6% | +50.3% |
| 6M | +81.1% | -25.0% | +106.1% | +89.0% |
| YTD | +38.9% | -33.6% | +72.5% | +46.7% |
| 1Y | +5.0% | -36.0% | +41.1% | +10.9% |
| All | +5.0% | -34.2% | +39.2% | +10.9% |
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 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