+8,691.3%
JBHT vs BMRN
+399.8%
+8,291.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +4.9% | +2.9% | +2.0% | +4.4% |
| 30D | +0.6% | +11.0% | -10.5% | -1.1% |
| 3M | -3.2% | +17.8% | -21.0% | -5.7% |
| 6M | +17.0% | +10.1% | +6.9% | +14.8% |
| YTD | +41.7% | +11.9% | +29.7% | +38.6% |
| 1Y | +90.0% | +17.2% | +72.8% | +83.9% |
| 3Y | +47.0% | -28.5% | +75.5% | +51.5% |
| 5Y | +58.3% | -21.7% | +80.0% | +59.3% |
| 10Y | +273.9% | -30.5% | +304.4% | +268.1% |
| All | +8,691.3% | +399.8% | +8,291.5% | +5,600.3% |
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