-53.1%
ILMN vs PNR
-17.7%
-35.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -1.9% |
| 7D | +1.9% | -3.0% | +4.9% | +3.6% |
| 30D | +12.3% | -14.9% | +27.2% | +22.0% |
| 3M | +33.5% | -19.0% | +52.6% | +47.0% |
| 6M | +69.4% | -35.9% | +105.3% | +111.3% |
| YTD | +60.9% | -43.1% | +104.1% | +113.5% |
| 1Y | +115.0% | -46.4% | +161.4% | +195.5% |
| 3Y | +37.0% | -10.8% | +47.8% | +32.9% |
| 5Y | -53.1% | -18.9% | -34.3% | -57.6% |
| All | -53.1% | -17.7% | -35.4% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling