+9.3%
IDXX vs JBHT
+48.7%
-39.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.3% |
| 7D | -4.4% | +2.9% | -7.3% | -5.2% |
| 30D | -13.5% | +0.6% | -14.2% | -13.9% |
| 3M | -11.0% | -6.6% | -4.4% | -9.8% |
| 6M | -15.6% | +23.6% | -39.2% | -21.2% |
| YTD | -23.9% | +38.6% | -62.4% | -31.2% |
| 1Y | -21.4% | +91.5% | -112.9% | -35.8% |
| All | +9.3% | +48.7% | -39.4% | -6.4% |
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