+164.0%
PAYX vs NVMI
+3,158.6%
-2,994.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -3.8% | -8.4% | +4.6% | -2.8% |
| 3M | +17.9% | -33.6% | +51.4% | +23.4% |
| 6M | +26.1% | -14.7% | +40.8% | +24.9% |
| YTD | +6.7% | +13.2% | -6.5% | -0.5% |
| 1Y | -10.7% | +29.0% | -39.8% | -19.5% |
| 3Y | +7.0% | +215.0% | -208.0% | -26.6% |
| 5Y | +22.6% | +268.6% | -246.0% | -21.9% |
| All | +164.0% | +3,158.6% | -2,994.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling