+284.9%
TJX vs ILMN
+25.5%
+259.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.5% |
| 7D | -4.4% | -9.2% | +4.8% | -3.0% |
| 30D | -18.6% | +4.4% | -22.9% | -19.3% |
| 3M | -24.4% | +23.9% | -48.2% | -27.3% |
| 6M | -20.2% | +64.5% | -84.7% | -27.0% |
| YTD | -16.9% | +53.5% | -70.4% | -23.4% |
| 1Y | -8.5% | +110.8% | -119.3% | -20.9% |
| 3Y | +43.7% | +30.7% | +13.1% | +31.9% |
| 5Y | +97.3% | -54.8% | +152.2% | +117.4% |
| All | +284.9% | +25.5% | +259.4% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ILMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling