+37.0%
ILMN vs PNR
-11.7%
+48.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -2.1% |
| 7D | +1.9% | -3.0% | +4.9% | +3.3% |
| 30D | +12.3% | -14.9% | +27.2% | +20.2% |
| 3M | +33.5% | -19.0% | +52.6% | +44.6% |
| 6M | +69.4% | -35.9% | +105.3% | +105.1% |
| YTD | +60.9% | -43.1% | +104.1% | +106.4% |
| 1Y | +115.0% | -46.4% | +161.4% | +185.4% |
| 3Y | +37.0% | -10.8% | +47.8% | +23.6% |
| All | +37.0% | -11.7% | +48.7% | +23.6% |
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