+1,045.4%
ILMN vs PNR
+846.8%
+198.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | -2.4% | +3.6% | +2.3% |
| 30D | +9.2% | -12.8% | +21.9% | +15.9% |
| 3M | +29.8% | -17.0% | +46.8% | +39.4% |
| 6M | +69.2% | -37.4% | +106.6% | +105.0% |
| YTD | +66.4% | -41.6% | +108.0% | +106.6% |
| 1Y | +123.4% | -44.6% | +168.0% | +183.8% |
| 3Y | +33.2% | -12.1% | +45.3% | +36.2% |
| 5Y | -52.0% | -17.4% | -34.6% | -50.3% |
| 10Y | +33.6% | +64.0% | -30.4% | -3.1% |
| All | +1,045.4% | +846.8% | +198.6% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling