+187.4%
ABBV vs PAYX
+21.7%
+165.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +0.3% | -4.9% | +5.1% | +1.4% |
| 30D | +3.4% | -3.8% | +7.2% | +4.2% |
| 3M | +15.2% | +17.9% | -2.7% | +11.0% |
| 6M | +14.7% | +26.1% | -11.4% | +8.6% |
| YTD | +15.2% | +6.7% | +8.4% | +13.4% |
| 1Y | +20.4% | -10.7% | +31.1% | +24.0% |
| 3Y | +91.3% | +7.0% | +84.4% | +88.2% |
| All | +187.4% | +21.7% | +165.7% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 5y: compounded portfolio wealth divided by compounded PAYX 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…
5y analysis · Full analysis span regression · 6 months rolling