-9.6%
PAYX vs ILMN
+105.2%
-114.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | -7.9% | -9.2% | +1.3% | -7.6% |
| 30D | -5.0% | +4.4% | -9.4% | -5.1% |
| 3M | +15.1% | +23.9% | -8.8% | +14.3% |
| 6M | +23.9% | +64.5% | -40.6% | +21.8% |
| YTD | +6.2% | +53.5% | -47.3% | +4.2% |
| 1Y | -9.6% | +110.8% | -120.4% | -10.6% |
| All | -9.6% | +105.2% | -114.8% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling