+188.6%
INCY vs PAYC
+1,158.0%
-969.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -0.8% |
| 7D | -0.5% | -7.9% | +7.4% | +1.1% |
| 30D | +3.2% | +2.1% | +1.1% | +2.7% |
| 3M | +23.6% | +61.8% | -38.2% | +11.5% |
| 6M | +29.7% | +59.9% | -30.3% | +16.5% |
| YTD | +25.9% | +38.5% | -12.6% | +16.1% |
| 1Y | +43.7% | -1.4% | +45.1% | +41.3% |
| 3Y | +94.4% | -21.0% | +115.4% | +91.8% |
| 5Y | +68.0% | -52.9% | +120.9% | +78.3% |
| 10Y | +52.5% | +332.8% | -280.3% | -12.0% |
| All | +188.6% | +1,158.0% | -969.4% | +27.0% |
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