+68.6%
ILMN vs PAYC
+1,266.0%
-1,197.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -9.8% | -9.5% | -0.3% | -7.1% |
| 30D | -22.7% | +2.5% | -25.2% | -23.7% |
| 3M | +12.1% | +11.7% | +0.4% | +7.8% |
| 6M | +51.5% | +74.6% | -23.1% | +24.1% |
| YTD | +63.9% | +50.4% | +13.5% | +39.3% |
| 1Y | +76.6% | +44.0% | +32.6% | +52.1% |
| 3Y | +124.6% | +42.5% | +82.1% | +89.2% |
| 5Y | -42.7% | -50.3% | +7.6% | -36.8% |
| 10Y | +59.7% | +521.2% | -461.5% | -6.5% |
| All | +68.6% | +1,266.0% | -1,197.4% | -8.9% |
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