+8,812.5%
TJX vs ILMN
+1,401.8%
+7,410.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -2.2% | +1.2% | -3.5% | -2.4% |
| 30D | -17.1% | +9.2% | -26.3% | -18.1% |
| 3M | -16.5% | +29.8% | -46.3% | -19.1% |
| 6M | -17.8% | +69.2% | -87.0% | -22.8% |
| YTD | -13.2% | +66.4% | -79.6% | -18.6% |
| 1Y | -5.2% | +123.4% | -128.6% | -14.4% |
| 3Y | +48.2% | +33.2% | +15.1% | +39.2% |
| 5Y | +99.8% | -52.0% | +151.7% | +105.8% |
| 10Y | +291.1% | +33.6% | +257.5% | +254.4% |
| All | +8,812.5% | +1,401.8% | +7,410.7% | +5,654.9% |
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