-7.0%
TJX vs ILMN
+72.2%
-79.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.3% | -2.9% | +2.5% | -0.4% |
| 30D | -5.6% | -23.8% | +18.2% | -6.1% |
| 3M | -12.3% | +7.5% | -19.8% | -12.1% |
| 6M | -7.7% | +42.8% | -50.5% | -8.6% |
| YTD | -11.4% | +57.8% | -69.2% | -14.8% |
| 1Y | -7.0% | +72.6% | -79.6% | -12.2% |
| All | -7.0% | +72.2% | -79.2% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling