-3.1%
NVO vs PAYX
+21.7%
-24.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.3% |
| 7D | -7.6% | -4.9% | -2.7% | -6.1% |
| 30D | -6.0% | -3.8% | -2.2% | -4.9% |
| 3M | -0.8% | +17.9% | -18.6% | -6.0% |
| 6M | +16.5% | +26.1% | -9.6% | +7.6% |
| YTD | -11.1% | +6.7% | -17.9% | -13.3% |
| 1Y | -16.7% | -10.7% | -6.0% | -14.5% |
| 3Y | -52.9% | +7.0% | -59.9% | -54.3% |
| All | -3.1% | +21.7% | -24.8% | -12.7% |
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