+7.0%
PAYX vs REGN
-4.3%
+11.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -4.9% | -5.6% | +0.7% | -4.4% |
| 30D | -3.8% | -2.0% | -1.8% | -3.6% |
| 3M | +17.9% | +28.0% | -10.1% | +15.4% |
| 6M | +26.1% | +1.2% | +24.9% | +25.9% |
| YTD | +6.7% | +1.6% | +5.1% | +6.4% |
| 1Y | -10.7% | +38.2% | -49.0% | -15.0% |
| 3Y | +7.0% | -5.4% | +12.3% | +5.2% |
| All | +7.0% | -4.3% | +11.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 3y: compounded portfolio wealth divided by compounded REGN 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…
3y analysis · Full analysis span regression · 6 months rolling