-8.7%
TJX vs ILMN
+109.0%
-117.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.3% |
| 7D | -4.0% | -3.9% | -0.1% | -4.0% |
| 30D | -20.3% | +6.9% | -27.2% | -20.1% |
| 3M | -23.3% | +28.1% | -51.4% | -23.0% |
| 6M | -19.7% | +65.0% | -84.7% | -19.5% |
| YTD | -17.1% | +56.3% | -73.4% | -17.1% |
| All | -8.7% | +109.0% | -117.7% | -7.5% |
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