+67.2%
ILMN vs PAYC
+1,262.3%
-1,195.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.1% | +7.5% | +4.0% |
| 7D | -9.7% | -10.2% | +0.5% | -6.8% |
| 30D | -20.4% | +6.1% | -26.5% | -22.2% |
| 3M | +10.0% | +10.1% | 0.0% | +6.3% |
| 6M | +49.5% | +88.6% | -39.2% | +19.2% |
| YTD | +62.5% | +50.0% | +12.5% | +38.3% |
| 1Y | +76.0% | +46.1% | +29.9% | +50.9% |
| 3Y | +94.2% | +51.2% | +43.0% | +60.3% |
| 5Y | -46.3% | -51.7% | +5.3% | -40.3% |
| 10Y | +62.7% | +467.4% | -404.6% | -3.1% |
| All | +67.2% | +1,262.3% | -1,195.1% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling