+329.7%
AZN vs JBHT
+192.0%
+137.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +19.0% | -2.0% | +20.9% | +19.3% |
| 3M | +17.3% | -16.3% | +33.6% | +20.0% |
| 6M | +3.6% | -8.2% | +11.8% | +4.2% |
| YTD | +4.1% | +16.3% | -12.2% | +0.7% |
| 1Y | +13.1% | +32.2% | -19.1% | +7.2% |
| 3Y | +55.8% | +34.4% | +21.4% | +44.2% |
| 5Y | +66.5% | +20.3% | +46.1% | +54.6% |
| 10Y | +329.7% | +185.2% | +144.5% | +227.7% |
| All | +329.7% | +192.0% | +137.7% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling