+19.4%
INCY vs PAYC
+46.2%
-26.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +4.3% |
| 7D | +5.1% | +2.0% | +3.1% | +5.0% |
| 30D | +7.6% | +18.8% | -11.1% | +6.7% |
| 3M | +1.9% | +53.2% | -51.4% | -0.5% |
| 6M | +26.5% | +103.7% | -77.2% | +20.8% |
| YTD | +24.4% | +69.5% | -45.1% | +17.7% |
| 1Y | +19.4% | +48.8% | -29.4% | +13.2% |
| All | +19.4% | +46.2% | -26.8% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling