+1,149.0%
ABBV vs PAYX
+453.0%
+696.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -2.0% | -7.9% | +5.9% | +1.2% |
| 30D | +2.0% | -5.0% | +7.0% | +3.9% |
| 3M | +14.2% | +15.1% | -0.9% | +7.7% |
| 6M | +14.1% | +23.9% | -9.9% | +3.9% |
| YTD | +14.2% | +6.2% | +8.1% | +10.2% |
| 1Y | +24.2% | -9.6% | +33.9% | +27.9% |
| 3Y | +89.8% | +5.8% | +84.0% | +79.6% |
| 5Y | +187.2% | +22.0% | +165.2% | +146.6% |
| 10Y | +506.7% | +165.1% | +341.6% | +226.9% |
| All | +1,149.0% | +453.0% | +696.0% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling