+1,647.0%
BMY vs JBHT
+9,288.5%
-7,641.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.0% |
| 30D | +5.9% | -3.1% | +9.0% | +6.4% |
| 3M | -0.8% | -19.5% | +18.8% | +2.1% |
| 6M | +12.1% | -9.6% | +21.7% | +13.2% |
| YTD | +21.0% | +13.3% | +7.7% | +18.1% |
| 1Y | +40.4% | +29.7% | +10.8% | +34.3% |
| 3Y | +36.3% | +28.3% | +8.0% | +28.7% |
| 5Y | +29.3% | +18.5% | +10.8% | +22.0% |
| 10Y | +74.8% | +198.1% | -123.3% | +42.1% |
| All | +1,647.0% | +9,288.5% | -7,641.4% | +768.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling