+180.0%
JBHT vs BIIB
-20.7%
+200.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.1% |
| 7D | +7.0% | +2.0% | +5.0% | +6.7% |
| 30D | +0.5% | +8.8% | -8.3% | -0.8% |
| 3M | -17.4% | +20.3% | -37.6% | -19.7% |
| 6M | -1.7% | +23.9% | -25.6% | -5.2% |
| YTD | +20.7% | +44.0% | -23.3% | +13.5% |
| 1Y | +41.1% | +53.8% | -12.7% | +31.2% |
| 3Y | +38.0% | +13.8% | +24.2% | +32.1% |
| 5Y | +22.5% | -6.3% | +28.8% | +18.5% |
| All | +180.0% | -20.7% | +200.8% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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