-23.1%
IDXX vs JBHT
+62.3%
-85.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -4.6% | +7.1% | -11.7% | -6.9% |
| 30D | -11.3% | +2.3% | -13.7% | -12.3% |
| 3M | -7.3% | -4.5% | -2.8% | -6.3% |
| 6M | -14.5% | +29.2% | -43.7% | -23.2% |
| YTD | -23.1% | +42.2% | -65.3% | -33.5% |
| 1Y | -20.3% | +93.7% | -114.1% | -39.7% |
| 3Y | +11.7% | +53.2% | -41.5% | -9.8% |
| All | -23.1% | +62.3% | -85.4% | -41.2% |
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