+9,290.5%
FTNT vs PAYX
+546.5%
+8,744.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -0.1% | -4.9% | +4.7% | +3.0% |
| 30D | -3.0% | -3.8% | +0.8% | -0.6% |
| 3M | +7.6% | +17.9% | -10.3% | -4.3% |
| 6M | +87.0% | +26.1% | +60.9% | +59.0% |
| YTD | +96.5% | +6.7% | +89.8% | +85.3% |
| 1Y | +92.9% | -10.7% | +103.7% | +103.8% |
| 3Y | +139.8% | +7.0% | +132.9% | +115.6% |
| 5Y | +151.3% | +22.6% | +128.7% | +108.3% |
| 10Y | +2,082.2% | +166.5% | +1,915.7% | +885.9% |
| All | +9,290.5% | +546.5% | +8,744.0% | +1,799.6% |
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