+1,165.9%
WYNN vs BIIB
+406.1%
+759.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -4.2% | -1.7% | -2.5% | -3.9% |
| 30D | -14.6% | +4.0% | -18.6% | -15.4% |
| 3M | -18.4% | +8.6% | -27.0% | -20.3% |
| 6M | -11.9% | +14.0% | -25.9% | -15.2% |
| YTD | -26.6% | +23.4% | -50.0% | -30.8% |
| 1Y | -28.5% | +45.9% | -74.4% | -35.3% |
| 3Y | -5.1% | -16.1% | +11.0% | -4.0% |
| 5Y | -10.5% | -27.6% | +17.1% | -8.5% |
| 10Y | +0.3% | -26.7% | +26.9% | -11.6% |
| All | +1,165.9% | +406.1% | +759.8% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling