+28.4%
ISRG vs JBHT
+15.0%
+13.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.8% |
| 7D | +4.4% | -1.4% | +5.8% | +4.9% |
| 30D | +15.8% | -3.1% | +18.8% | +16.7% |
| 3M | +24.9% | -19.5% | +44.4% | +31.8% |
| 6M | +3.8% | -9.6% | +13.4% | +5.2% |
| YTD | -17.3% | +13.3% | -30.6% | -22.6% |
| 1Y | -14.6% | +29.7% | -44.3% | -23.8% |
| 3Y | +68.2% | +28.3% | +39.9% | +44.7% |
| 5Y | +28.4% | +18.5% | +9.9% | +8.1% |
| All | +28.4% | +15.0% | +13.4% | +8.1% |
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