+35,385.9%
PAYX vs TEVA
+7,037.9%
+28,348.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -4.9% | +2.0% | -6.9% | -5.2% |
| 30D | -3.8% | +1.0% | -4.7% | -4.0% |
| 3M | +17.9% | +7.3% | +10.5% | +16.3% |
| 6M | +26.1% | +21.7% | +4.3% | +21.6% |
| YTD | +6.7% | +18.8% | -12.1% | +3.1% |
| 1Y | -10.7% | +86.5% | -97.2% | -20.1% |
| 3Y | +7.0% | +269.4% | -262.5% | -16.9% |
| 5Y | +22.6% | +303.6% | -281.0% | -8.5% |
| 10Y | +166.5% | -22.9% | +189.4% | +137.8% |
| All | +35,385.9% | +7,037.9% | +28,348.0% | +17,226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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