+162.6%
PAYX vs ILMN
+25.5%
+137.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | -7.9% | -9.2% | +1.3% | -6.2% |
| 30D | -5.0% | +4.4% | -9.4% | -5.9% |
| 3M | +15.1% | +23.9% | -8.8% | +10.1% |
| 6M | +23.9% | +64.5% | -40.6% | +11.7% |
| YTD | +6.2% | +53.5% | -47.3% | -3.4% |
| 1Y | -9.6% | +110.8% | -120.4% | -23.7% |
| 3Y | +5.8% | +30.7% | -24.8% | -4.4% |
| 5Y | +22.0% | -54.8% | +76.8% | +35.4% |
| All | +162.6% | +25.5% | +137.1% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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