+84.2%
JNJ vs PAYX
+21.7%
+62.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -4.9% | +1.3% | -2.7% |
| 30D | +2.3% | -3.8% | +6.1% | +2.9% |
| 3M | +12.0% | +17.9% | -5.9% | +8.8% |
| 6M | +10.5% | +26.1% | -15.6% | +5.9% |
| YTD | +30.4% | +6.7% | +23.7% | +28.9% |
| 1Y | +52.1% | -10.7% | +62.9% | +56.2% |
| 3Y | +77.8% | +7.0% | +70.8% | +74.5% |
| All | +84.2% | +21.7% | +62.5% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 5y: compounded portfolio wealth divided by compounded PAYX 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…
5y analysis · Full analysis span regression · 6 months rolling