+6.0%
PAYX vs ILMN
+32.3%
-26.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.6% |
| 7D | -7.5% | -3.9% | -3.6% | -7.1% |
| 30D | -5.3% | +6.9% | -12.2% | -5.9% |
| 3M | +15.6% | +28.1% | -12.5% | +12.8% |
| 6M | +19.5% | +65.0% | -45.5% | +13.5% |
| YTD | +5.8% | +56.3% | -50.5% | +0.8% |
| 1Y | -10.9% | +108.7% | -119.6% | -17.9% |
| All | +6.0% | +32.3% | -26.3% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling