+480.1%
PAYX vs ILMN
+1,324.6%
-844.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.2% | -2.9% | +1.7% | -0.9% |
| 30D | +7.8% | -23.8% | +31.7% | +10.5% |
| 3M | -6.8% | +7.5% | -14.3% | -8.5% |
| 6M | +31.3% | +42.8% | -11.5% | +24.4% |
| YTD | +7.7% | +57.8% | -50.1% | +0.5% |
| 1Y | +8.1% | +72.6% | -64.5% | -0.3% |
| 3Y | +12.2% | +129.3% | -117.2% | -2.0% |
| 5Y | +8.9% | -44.5% | +53.4% | +9.8% |
| 10Y | +179.0% | +54.5% | +124.5% | +149.1% |
| All | +480.1% | +1,324.6% | -844.5% | +226.2% |
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