-7.5%
PAYX vs IDXX
-16.0%
+8.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -3.0% |
| 7D | -4.2% | -3.5% | -0.7% | -3.3% |
| 30D | +2.9% | -8.4% | +11.4% | +5.1% |
| 3M | +23.6% | -5.2% | +28.8% | +25.0% |
| 6M | +30.0% | -17.5% | +47.5% | +33.9% |
| YTD | +12.2% | -20.9% | +33.1% | +16.1% |
| 1Y | -7.5% | -16.4% | +8.9% | -4.0% |
| All | -7.5% | -16.0% | +8.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling