-53.1%
ILMN vs PAYC
-53.3%
+0.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -1.5% |
| 7D | +1.9% | -7.9% | +9.8% | +4.7% |
| 30D | +12.3% | +2.1% | +10.2% | +11.5% |
| 3M | +33.5% | +61.8% | -28.2% | +11.0% |
| 6M | +69.4% | +59.9% | +9.4% | +39.9% |
| YTD | +60.9% | +38.5% | +22.4% | +39.5% |
| 1Y | +115.0% | -1.4% | +116.3% | +110.6% |
| 3Y | +37.0% | -21.0% | +58.0% | +39.1% |
| 5Y | -53.1% | -52.9% | -0.2% | -48.4% |
| All | -53.1% | -53.3% | +0.2% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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