+6,886.0%
JBHT vs BMRN
+320.9%
+6,565.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | -2.3% | +1.5% | -3.8% | -2.5% |
| 3M | -18.5% | -8.8% | -9.6% | -17.5% |
| 6M | -11.3% | +2.6% | -13.9% | -12.0% |
| YTD | +12.6% | -5.7% | +18.3% | +12.9% |
| 1Y | +29.8% | +8.1% | +21.7% | +27.1% |
| 3Y | +28.1% | -26.5% | +54.6% | +31.6% |
| 5Y | +17.7% | -33.2% | +50.9% | +21.4% |
| 10Y | +196.1% | -31.7% | +227.8% | +192.8% |
| All | +6,886.0% | +320.9% | +6,565.1% | +4,543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling