+89.5%
ILMN vs JBHT
+28.2%
+61.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.6% | -6.9% |
| 7D | -28.3% | -1.4% | -26.9% | -27.9% |
| 30D | -24.0% | -3.1% | -20.9% | -23.1% |
| 3M | +4.1% | -19.5% | +23.6% | +11.6% |
| 6M | +49.6% | -9.6% | +59.1% | +51.7% |
| YTD | +58.6% | +13.3% | +45.3% | +43.6% |
| 1Y | +69.9% | +29.7% | +40.2% | +44.1% |
| All | +89.5% | +28.2% | +61.3% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling