+99.6%
TJX vs ILMN
-53.3%
+152.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.0% |
| 7D | -3.3% | +1.9% | -5.2% | -3.5% |
| 30D | -19.9% | +12.3% | -32.1% | -21.1% |
| 3M | -19.0% | +33.5% | -52.6% | -22.2% |
| 6M | -18.6% | +69.4% | -87.9% | -24.3% |
| YTD | -15.3% | +60.9% | -76.2% | -21.1% |
| 1Y | -7.3% | +115.0% | -122.3% | -17.7% |
| 3Y | +46.6% | +37.0% | +9.6% | +37.2% |
| All | +99.6% | -53.3% | +152.8% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling