+109.9%
BSX vs JBHT
+183.5%
-73.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.8% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | +2.9% | -0.1% | +3.0% | +3.0% |
| 3M | -11.8% | -14.0% | +2.2% | -8.7% |
| 6M | -15.4% | -5.1% | -10.4% | -15.3% |
| YTD | -52.7% | +18.0% | -70.7% | -55.9% |
| 1Y | -56.0% | +36.5% | -92.5% | -60.8% |
| 3Y | -12.5% | +34.8% | -47.2% | -24.8% |
| 5Y | +7.6% | +21.4% | -13.9% | -7.0% |
| 10Y | +109.9% | +178.0% | -68.1% | +28.7% |
| All | +109.9% | +183.5% | -73.6% | +28.7% |
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