+49.7%
INCY vs PAYC
+358.9%
-309.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -4.2% | -5.5% | +1.3% | -3.2% |
| 30D | +0.6% | +3.8% | -3.2% | -0.2% |
| 3M | +12.6% | +65.8% | -53.2% | +2.0% |
| 6M | +28.3% | +68.7% | -40.4% | +15.1% |
| YTD | +23.0% | +38.3% | -15.4% | +14.2% |
| 1Y | +41.0% | -2.4% | +43.3% | +39.3% |
| 3Y | +88.6% | -21.5% | +110.1% | +87.1% |
| 5Y | +70.8% | -52.7% | +123.5% | +81.4% |
| All | +49.7% | +358.9% | -309.2% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling