Distribution of the largest eigenvalue of a sample covariance matrix

Question

Let $X$ be an $n \times d$ matrix whose rows are normal i.i.d.with mean 0 and covariance matrix $\Sigma_d$.

Is there anything we can say on the distribution of the largest eigenvalue of the corresponding sample covariance matrix, that is, the distribution of the largest eigenvalue of $\frac{1}{n}X^TX$?