-31.5%
WYNN vs BIIB
+68.6%
-100.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +3.8% | +5.8% |
| 7D | +15.4% | +4.3% | +11.1% | +14.9% |
| 30D | +6.8% | +13.8% | -7.1% | +5.5% |
| 3M | -15.4% | +22.1% | -37.5% | -16.8% |
| 6M | -20.0% | +35.9% | -55.9% | -22.5% |
| YTD | -31.0% | +44.6% | -75.6% | -35.0% |
| 1Y | -31.5% | +70.4% | -101.9% | -36.4% |
| All | -31.5% | +68.6% | -100.1% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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