+182.0%
NVS vs PAYC
+1,137.5%
-955.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | -15.4% | -8.7% | -6.6% | -14.6% |
| 30D | -12.3% | +1.2% | -13.5% | -12.4% |
| 3M | -7.8% | +58.6% | -66.4% | -12.0% |
| 6M | -13.0% | +56.6% | -69.6% | -17.1% |
| YTD | +2.8% | +36.2% | -33.5% | -0.9% |
| 1Y | +10.6% | -2.2% | +12.8% | +10.1% |
| 3Y | +55.1% | -22.3% | +77.4% | +54.7% |
| 5Y | +91.7% | -53.9% | +145.5% | +98.7% |
| 10Y | +181.2% | +347.5% | -166.3% | +123.4% |
| All | +182.0% | +1,137.5% | -955.5% | +111.7% |
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 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