+521.5%
ISRG vs JBHT
+194.3%
+327.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.6% |
| 7D | +4.4% | -1.4% | +5.8% | +5.0% |
| 30D | +15.8% | -3.1% | +18.8% | +16.9% |
| 3M | +24.9% | -19.5% | +44.4% | +33.5% |
| 6M | +3.8% | -9.6% | +13.4% | +5.7% |
| YTD | -17.3% | +13.3% | -30.6% | -23.4% |
| 1Y | -14.6% | +29.7% | -44.3% | -25.2% |
| 3Y | +68.2% | +28.3% | +39.9% | +41.8% |
| 5Y | +28.4% | +18.5% | +9.9% | +9.1% |
| All | +521.5% | +194.3% | +327.2% | +272.8% |
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