+9,075.7%
TJX vs ILMN
+1,342.1%
+7,733.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | -3.9% | -22.7% | +18.8% | -1.6% |
| 3M | -10.6% | +8.6% | -19.2% | -12.1% |
| 6M | -8.9% | +43.8% | -52.7% | -13.4% |
| YTD | -10.7% | +59.8% | -70.4% | -16.3% |
| 1Y | -6.8% | +71.8% | -78.6% | -13.4% |
| 3Y | +54.5% | +119.0% | -64.5% | +36.6% |
| 5Y | +111.7% | -43.8% | +155.5% | +113.2% |
| 10Y | +313.4% | +56.4% | +257.0% | +268.4% |
| All | +9,075.7% | +1,342.1% | +7,733.6% | +5,813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling