+504.2%
PAYX vs ILMN
+1,401.8%
-897.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | +2.9% | +9.2% | -6.3% | +1.8% |
| 3M | +23.6% | +29.8% | -6.2% | +19.6% |
| 6M | +30.0% | +69.2% | -39.2% | +21.8% |
| YTD | +12.2% | +66.4% | -54.2% | +5.0% |
| 1Y | -7.5% | +123.4% | -130.9% | -16.8% |
| 3Y | +10.1% | +33.2% | -23.0% | +3.2% |
| 5Y | +25.1% | -52.0% | +77.1% | +29.2% |
| 10Y | +171.7% | +33.6% | +138.1% | +147.0% |
| All | +504.2% | +1,401.8% | -897.6% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling