+174.9%
NVS vs PAYC
+358.9%
-184.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | -14.3% | -5.5% | -8.8% | -13.7% |
| 30D | -10.0% | +3.8% | -13.7% | -10.2% |
| 3M | -10.9% | +65.8% | -76.7% | -15.4% |
| 6M | -12.0% | +68.7% | -80.7% | -16.8% |
| YTD | +2.5% | +38.3% | -35.8% | -1.3% |
| 1Y | +10.7% | -2.4% | +13.1% | +10.3% |
| 3Y | +53.3% | -21.5% | +74.8% | +53.2% |
| 5Y | +93.6% | -52.7% | +146.3% | +101.8% |
| All | +174.9% | +358.9% | -184.0% | +119.7% |
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