+283.9%
TJX vs ILMN
+27.8%
+256.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.7% |
| 7D | -4.0% | -3.9% | -0.1% | -3.4% |
| 30D | -20.3% | +6.9% | -27.2% | -21.3% |
| 3M | -23.3% | +28.1% | -51.4% | -26.6% |
| 6M | -19.7% | +65.0% | -84.7% | -26.6% |
| YTD | -17.1% | +56.3% | -73.4% | -23.8% |
| 1Y | -8.8% | +108.7% | -117.5% | -20.9% |
| 3Y | +43.4% | +33.1% | +10.3% | +31.3% |
| 5Y | +95.2% | -54.1% | +149.3% | +114.5% |
| All | +283.9% | +27.8% | +256.1% | +241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling