+59.9%
JBHT vs BMRN
-14.7%
+74.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +4.9% | +2.9% | +2.0% | +4.3% |
| 30D | +0.6% | +11.0% | -10.5% | -1.8% |
| 3M | -3.2% | +17.8% | -21.0% | -6.7% |
| 6M | +17.0% | +10.1% | +6.9% | +14.1% |
| YTD | +41.7% | +11.9% | +29.7% | +37.6% |
| 1Y | +90.0% | +17.2% | +72.8% | +81.7% |
| 3Y | +47.0% | -28.5% | +75.5% | +53.2% |
| All | +59.9% | -14.7% | +74.6% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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