+8,463.0%
PAYX vs INCY
+6,378.4%
+2,084.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -4.9% | -4.2% | -0.7% | -4.4% |
| 30D | -3.8% | +0.6% | -4.4% | -3.9% |
| 3M | +17.9% | +12.6% | +5.2% | +16.2% |
| 6M | +26.1% | +28.3% | -2.2% | +22.3% |
| YTD | +6.7% | +23.0% | -16.2% | +3.9% |
| 1Y | -10.7% | +41.0% | -51.7% | -14.6% |
| 3Y | +7.0% | +88.6% | -81.6% | -1.7% |
| 5Y | +22.6% | +70.8% | -48.2% | +13.4% |
| 10Y | +166.5% | +53.5% | +113.0% | +142.7% |
| All | +8,463.0% | +6,378.4% | +2,084.6% | +4,262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling