-5.1%
WYNN vs BIIB
-26.2%
+21.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.2% | -1.7% | -2.5% | -4.0% |
| 30D | -14.6% | +4.0% | -18.6% | -15.1% |
| 3M | -18.4% | +8.6% | -27.0% | -19.5% |
| 6M | -11.9% | +14.0% | -25.9% | -13.8% |
| YTD | -26.6% | +23.4% | -50.0% | -29.0% |
| 1Y | -28.5% | +45.9% | -74.4% | -32.5% |
| 3Y | -5.1% | -16.1% | +11.0% | -5.3% |
| 5Y | -10.5% | -27.6% | +17.1% | -10.8% |
| All | -5.1% | -26.2% | +21.0% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling