+376.2%
ISRG vs JBHT
+272.5%
+103.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.9% |
| 7D | -1.6% | +4.9% | -6.5% | -3.3% |
| 30D | -2.3% | +0.6% | -2.8% | -2.7% |
| 3M | -12.4% | -3.2% | -9.2% | -11.8% |
| 6M | -26.8% | +17.0% | -43.8% | -31.9% |
| YTD | -35.3% | +41.7% | -76.9% | -44.2% |
| 1Y | -19.3% | +90.0% | -109.3% | -39.0% |
| 3Y | +18.1% | +47.0% | -28.8% | -4.0% |
| 5Y | +2.6% | +58.3% | -55.7% | -21.4% |
| All | +376.2% | +272.5% | +103.6% | +141.9% |
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