+1,736.0%
NXPI vs PAYX
+667.2%
+1,068.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +0.7% | -7.9% | +8.6% | +6.6% |
| 30D | -4.2% | -5.0% | +0.9% | -1.1% |
| 3M | -20.4% | +15.1% | -35.5% | -30.3% |
| 6M | +12.5% | +23.9% | -11.4% | -8.2% |
| YTD | +5.2% | +6.2% | -0.9% | -4.2% |
| 1Y | +5.1% | -9.6% | +14.7% | +8.2% |
| 3Y | +17.7% | +5.8% | +11.9% | +3.2% |
| 5Y | +16.8% | +22.0% | -5.1% | -9.6% |
| 10Y | +215.8% | +165.1% | +50.7% | +11.8% |
| All | +1,736.0% | +667.2% | +1,068.8% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling