+49.4%
ILMN vs PAYC
+79.1%
-29.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.9% |
| 7D | -6.0% | -9.5% | +3.5% | -6.0% |
| 30D | -23.0% | +3.3% | -26.3% | -22.9% |
| 3M | +10.4% | +14.5% | -4.1% | +11.0% |
| 6M | +49.4% | +76.0% | -26.6% | +45.3% |
| All | +49.4% | +79.1% | -29.7% | +45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling