-2.4%
AZN vs JBHT
+89.0%
-91.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | -2.9% | +2.9% | -5.8% | -3.0% |
| 30D | -3.1% | +0.6% | -3.7% | -3.2% |
| 3M | -14.4% | -6.6% | -7.8% | -14.3% |
| 6M | -19.5% | +23.6% | -43.1% | -20.2% |
| YTD | -13.8% | +38.6% | -52.3% | -14.1% |
| 1Y | -2.4% | +91.5% | -93.9% | -1.0% |
| All | -2.4% | +89.0% | -91.4% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling