+59.8%
ILMN vs JBHT
+192.4%
-132.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +2.7% |
| 7D | -9.7% | -1.6% | -8.1% | -9.1% |
| 30D | -20.4% | -2.3% | -18.1% | -19.8% |
| 3M | +10.0% | -18.5% | +28.5% | +17.4% |
| 6M | +49.5% | -11.3% | +60.8% | +53.5% |
| YTD | +62.5% | +12.6% | +49.9% | +50.5% |
| 1Y | +76.0% | +29.8% | +46.2% | +53.8% |
| 3Y | +94.2% | +28.1% | +66.1% | +66.6% |
| 5Y | -46.3% | +17.7% | -64.0% | -53.3% |
| All | +59.8% | +192.4% | -132.5% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling