+123.4%
ILMN vs PNR
-43.1%
+166.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.2% | -2.4% | +3.6% | +1.6% |
| 30D | +9.2% | -12.8% | +21.9% | +11.4% |
| 3M | +29.8% | -17.0% | +46.8% | +33.4% |
| 6M | +69.2% | -37.4% | +106.6% | +83.9% |
| YTD | +66.4% | -41.6% | +108.0% | +84.5% |
| 1Y | +123.4% | -44.6% | +168.0% | +155.5% |
| All | +123.4% | -43.1% | +166.5% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling