+23.6%
PAYX vs INCY
+69.3%
-45.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -4.9% | -4.2% | -0.7% | -4.1% |
| 30D | -3.8% | +0.6% | -4.4% | -4.0% |
| 3M | +17.9% | +12.6% | +5.2% | +15.1% |
| 6M | +26.1% | +28.3% | -2.2% | +19.8% |
| YTD | +6.7% | +23.0% | -16.2% | +2.0% |
| 1Y | -10.7% | +41.0% | -51.7% | -17.7% |
| 3Y | +7.0% | +88.6% | -81.6% | -9.7% |
| All | +23.6% | +69.3% | -45.7% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling