+2,120.4%
CMCSA vs PAYX
+35,195.9%
-33,075.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -5.6% | -7.9% | +2.4% | -2.9% |
| 30D | -1.9% | -5.0% | +3.2% | -0.2% |
| 3M | +6.4% | +15.1% | -8.7% | +1.4% |
| 6M | -16.9% | +23.9% | -40.9% | -23.2% |
| YTD | -6.8% | +6.2% | -13.0% | -9.5% |
| 1Y | -15.9% | -9.6% | -6.3% | -13.7% |
| 3Y | -33.4% | +5.8% | -39.2% | -35.9% |
| 5Y | -46.7% | +22.0% | -68.6% | -51.4% |
| 10Y | +7.0% | +165.1% | -158.1% | -25.4% |
| All | +2,120.4% | +35,195.9% | -33,075.5% | +406.0% |
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