-51.4%
ILMN vs JBHT
+58.3%
-109.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.8% |
| 7D | +1.2% | +4.9% | -3.7% | -0.9% |
| 30D | +9.2% | +0.6% | +8.6% | +8.7% |
| 3M | +29.8% | -3.2% | +33.1% | +30.9% |
| 6M | +69.2% | +17.0% | +52.3% | +55.5% |
| YTD | +66.4% | +41.7% | +24.7% | +39.1% |
| 1Y | +123.4% | +90.0% | +33.4% | +60.1% |
| 3Y | +33.2% | +47.0% | -13.8% | +5.7% |
| All | -51.4% | +58.3% | -109.7% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling