+162.8%
FTNT vs PAYX
+21.7%
+141.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -0.1% | -4.9% | +4.7% | +2.9% |
| 30D | -3.0% | -3.8% | +0.8% | -0.7% |
| 3M | +7.6% | +17.9% | -10.3% | -4.1% |
| 6M | +87.0% | +26.1% | +60.9% | +59.4% |
| YTD | +96.5% | +6.7% | +89.8% | +85.4% |
| 1Y | +92.9% | -10.7% | +103.7% | +104.2% |
| 3Y | +139.8% | +7.0% | +132.9% | +108.1% |
| All | +162.8% | +21.7% | +141.1% | +93.9% |
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