+543.1%
VEEV vs WYNN
+1.1%
+542.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -4.6% | -4.2% | -0.4% | -3.9% |
| 30D | +8.6% | -14.6% | +23.3% | +11.4% |
| 3M | +62.4% | -18.4% | +80.8% | +67.7% |
| 6M | +40.3% | -11.9% | +52.2% | +42.7% |
| YTD | +17.5% | -26.6% | +44.1% | +23.3% |
| 1Y | -6.1% | -28.5% | +22.4% | -1.4% |
| 3Y | +16.7% | -5.1% | +21.8% | +14.6% |
| 5Y | -13.3% | -10.5% | -2.9% | -17.1% |
| All | +543.1% | +1.1% | +542.0% | +431.9% |
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 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