+6.5%
BSX vs JBHT
+22.2%
-15.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.4% |
| 7D | +2.8% | +0.9% | +1.8% | +2.6% |
| 30D | +4.6% | -1.1% | +5.7% | +4.8% |
| 3M | -11.4% | -14.8% | +3.4% | -9.8% |
| 6M | -17.1% | -7.4% | -9.7% | -16.7% |
| YTD | -53.1% | +17.3% | -70.4% | -54.8% |
| 1Y | -55.7% | +35.3% | -91.0% | -58.3% |
| 3Y | -13.3% | +33.9% | -47.3% | -20.2% |
| All | +6.5% | +22.2% | -15.6% | -3.4% |
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 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