+21.2%
ILMN vs PNC
+277.5%
-256.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | -9.2% | -0.9% | -8.3% | -8.9% |
| 30D | +4.4% | -4.4% | +8.8% | +6.2% |
| 3M | +23.9% | +5.3% | +18.6% | +21.0% |
| 6M | +64.5% | +19.6% | +44.9% | +52.1% |
| YTD | +53.5% | +19.1% | +34.3% | +41.1% |
| 1Y | +110.8% | +24.3% | +86.5% | +90.0% |
| 3Y | +30.7% | +132.2% | -101.5% | -8.4% |
| 5Y | -54.8% | +52.3% | -107.2% | -63.4% |
| All | +21.2% | +277.5% | -256.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PNC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling