+93.9%
ILMN vs JBHT
+34.8%
+59.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.0% |
| 7D | -21.6% | +1.7% | -23.3% | -21.7% |
| 30D | -22.9% | -1.2% | -21.7% | -22.8% |
| 3M | +11.6% | -17.1% | +28.7% | +13.9% |
| 6M | +62.5% | -4.4% | +66.9% | +61.1% |
| YTD | +72.7% | +17.5% | +55.2% | +58.6% |
| 1Y | +93.9% | +32.6% | +61.3% | +73.7% |
| All | +93.9% | +34.8% | +59.0% | +73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling