+273.3%
JBHT vs BIIB
-28.9%
+302.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.1% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | +0.6% | +6.9% | -6.3% | -0.5% |
| 3M | -3.2% | +12.4% | -15.6% | -5.1% |
| 6M | +17.0% | +16.3% | +0.7% | +13.8% |
| YTD | +41.7% | +25.5% | +16.2% | +35.9% |
| 1Y | +90.0% | +57.8% | +32.2% | +75.6% |
| 3Y | +47.0% | -17.3% | +64.3% | +47.2% |
| 5Y | +58.3% | -33.8% | +92.1% | +60.2% |
| All | +273.3% | -28.9% | +302.1% | +252.6% |
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