+3,895.5%
EMR vs PAYX
+35,385.9%
-31,490.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | -0.4% | -4.9% | +4.4% | +1.0% |
| 30D | -6.8% | -3.8% | -3.0% | -5.8% |
| 3M | +7.5% | +17.9% | -10.4% | +1.7% |
| 6M | +9.9% | +26.1% | -16.2% | +1.3% |
| YTD | +16.0% | +6.7% | +9.2% | +12.1% |
| 1Y | +12.4% | -10.7% | +23.2% | +14.5% |
| 3Y | +60.2% | +7.0% | +53.3% | +53.9% |
| 5Y | +67.9% | +22.6% | +45.3% | +54.6% |
| 10Y | +282.0% | +166.5% | +115.5% | +184.6% |
| All | +3,895.5% | +35,385.9% | -31,490.4% | +1,424.1% |
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