-17.4%
BSX vs JBHT
+38.8%
-56.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.2% |
| 7D | +3.7% | +7.0% | -3.3% | +3.2% |
| 30D | +3.1% | +0.5% | +2.6% | +3.1% |
| 3M | -14.2% | -17.4% | +3.1% | -13.4% |
| 6M | -16.4% | -1.7% | -14.7% | -16.5% |
| YTD | -53.5% | +20.7% | -74.2% | -54.4% |
| 1Y | -57.8% | +41.1% | -98.8% | -59.3% |
| 3Y | -17.4% | +38.0% | -55.4% | -21.4% |
| All | -17.4% | +38.8% | -56.2% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling