+71.2%
ILMN vs PAYC
+1,229.9%
-1,158.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.4% |
| 7D | +1.2% | -2.9% | +4.1% | +2.1% |
| 30D | +9.2% | +32.8% | -23.6% | -1.1% |
| 3M | +29.8% | +69.3% | -39.4% | +8.3% |
| 6M | +69.2% | +74.0% | -4.8% | +38.6% |
| YTD | +66.4% | +46.4% | +20.0% | +43.4% |
| 1Y | +123.4% | +4.2% | +119.2% | +113.6% |
| 3Y | +33.2% | -19.7% | +52.9% | +30.9% |
| 5Y | -52.0% | -52.0% | +0.1% | -46.2% |
| 10Y | +33.6% | +356.9% | -323.3% | -16.6% |
| All | +71.2% | +1,229.9% | -1,158.7% | -6.2% |
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