+74,397.0%
IDXX vs JBHT
+8,852.8%
+65,544.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.4% |
| 7D | +4.2% | +7.0% | -2.9% | +2.6% |
| 30D | +33.1% | +0.5% | +32.6% | +33.0% |
| 3M | +24.2% | -17.4% | +41.6% | +29.1% |
| 6M | +33.2% | -1.7% | +34.9% | +32.7% |
| YTD | +4.1% | +20.7% | -16.6% | -1.4% |
| 1Y | +0.4% | +41.1% | -40.7% | -8.3% |
| 3Y | +62.9% | +38.0% | +24.9% | +46.9% |
| 5Y | +12.1% | +22.5% | -10.4% | +3.3% |
| 10Y | +545.1% | +184.3% | +360.8% | +387.7% |
| All | +74,397.0% | +8,852.8% | +65,544.3% | +26,107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling