+166.1%
ZBH vs WYNN
+1,166.9%
-1,000.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -4.7% | -4.2% | -0.5% | -3.9% |
| 30D | -4.5% | -14.6% | +10.1% | -1.5% |
| 3M | +7.6% | -18.4% | +26.0% | +11.8% |
| 6M | +0.3% | -11.9% | +12.2% | +2.5% |
| YTD | +4.5% | -26.6% | +31.1% | +10.4% |
| 1Y | -9.4% | -28.5% | +19.1% | -4.4% |
| 3Y | -21.5% | -5.1% | -16.4% | -23.4% |
| 5Y | -28.4% | -10.5% | -17.9% | -32.1% |
| 10Y | -16.5% | +0.3% | -16.8% | -28.9% |
| All | +166.1% | +1,166.9% | -1,000.7% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling