+7,225.7%
JBHT vs BMRN
+325.9%
+6,899.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +4.2% | +1.0% | +3.1% | +4.0% |
| 30D | -0.4% | +4.3% | -4.7% | -1.1% |
| 3M | -17.3% | -19.3% | +1.9% | -14.7% |
| 6M | -3.5% | +7.2% | -10.7% | -4.9% |
| YTD | +18.0% | -4.6% | +22.6% | +18.2% |
| 1Y | +35.5% | +2.5% | +33.0% | +33.9% |
| 3Y | +34.8% | -32.5% | +67.3% | +40.4% |
| 5Y | +19.7% | -30.6% | +50.4% | +22.8% |
| 10Y | +178.0% | -38.0% | +216.0% | +178.6% |
| All | +7,225.7% | +325.9% | +6,899.8% | +4,760.8% |
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