-5.1%
WYNN vs UTHR
+313.7%
-318.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -4.2% | +1.9% | -6.1% | -4.6% |
| 30D | -14.6% | -2.9% | -11.8% | -14.2% |
| 3M | -18.4% | -8.9% | -9.6% | -16.8% |
| 6M | -11.9% | -8.7% | -3.2% | -10.6% |
| YTD | -26.6% | +2.0% | -28.6% | -27.8% |
| 1Y | -28.5% | +22.8% | -51.3% | -33.1% |
| 3Y | -5.1% | +120.6% | -125.7% | -29.0% |
| 5Y | -10.5% | +136.4% | -146.9% | -36.9% |
| All | -5.1% | +313.7% | -318.8% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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