+138.1%
ILMN vs PNR
+18.1%
+120.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.4% |
| 7D | -9.8% | -0.1% | -9.6% | -9.7% |
| 30D | -22.7% | +33.4% | -56.1% | -31.1% |
| 3M | +12.1% | +4.9% | +7.2% | +10.1% |
| 6M | +51.5% | -8.5% | +60.0% | +56.1% |
| YTD | +63.9% | -32.1% | +96.0% | +94.5% |
| 1Y | +76.6% | -35.0% | +111.5% | +114.9% |
| All | +138.1% | +18.1% | +120.0% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling