+58.2%
BMY vs JBHT
+186.6%
-128.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.8% | +0.9% | +0.8% | +1.6% |
| 30D | +6.2% | -1.1% | +7.3% | +6.4% |
| 3M | -2.1% | -14.8% | +12.7% | +0.4% |
| 6M | +14.3% | -7.4% | +21.7% | +15.1% |
| YTD | +21.6% | +17.3% | +4.3% | +16.8% |
| 1Y | +38.8% | +35.3% | +3.5% | +29.7% |
| 3Y | +42.9% | +33.9% | +9.0% | +31.2% |
| 5Y | +30.1% | +22.5% | +7.5% | +19.2% |
| 10Y | +58.2% | +181.3% | -123.2% | +20.4% |
| All | +58.2% | +186.6% | -128.4% | +20.4% |
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