+63.1%
AZN vs JBHT
+17.1%
+46.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -0.1% | -1.6% | +1.5% | 0.0% |
| 30D | +16.4% | -2.3% | +18.7% | +16.7% |
| 3M | +15.7% | -18.5% | +34.2% | +17.7% |
| 6M | +0.8% | -11.3% | +12.1% | +1.5% |
| YTD | +2.5% | +12.6% | -10.1% | +0.5% |
| 1Y | +12.4% | +29.8% | -17.3% | +8.7% |
| 3Y | +53.4% | +28.1% | +25.3% | +46.1% |
| All | +63.1% | +17.1% | +46.0% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling