-7.5%
PAYX vs INCY
+45.3%
-52.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | -4.2% | +1.9% | -6.1% | -4.3% |
| 30D | +2.9% | +5.8% | -2.9% | +2.6% |
| 3M | +23.6% | +25.2% | -1.6% | +23.5% |
| 6M | +30.0% | +28.2% | +1.8% | +30.0% |
| YTD | +12.2% | +28.3% | -16.1% | +12.3% |
| 1Y | -7.5% | +48.3% | -55.8% | -7.9% |
| All | -7.5% | +45.3% | -52.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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