+31.8%
ILMN vs JBHT
+272.5%
-240.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.6% |
| 7D | +1.2% | +4.9% | -3.7% | -0.6% |
| 30D | +9.2% | +0.6% | +8.6% | +8.7% |
| 3M | +29.8% | -3.2% | +33.1% | +30.8% |
| 6M | +69.2% | +17.0% | +52.3% | +57.3% |
| YTD | +66.4% | +41.7% | +24.7% | +42.7% |
| 1Y | +123.4% | +90.0% | +33.4% | +68.2% |
| 3Y | +33.2% | +47.0% | -13.8% | +9.5% |
| 5Y | -52.0% | +58.3% | -110.3% | -62.2% |
| All | +31.8% | +272.5% | -240.7% | -22.8% |
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