+51.2%
JNJ vs JBHT
+34.8%
+16.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.8% |
| 7D | +1.9% | +1.7% | +0.2% | +1.9% |
| 30D | +9.2% | -1.2% | +10.4% | +9.3% |
| 3M | +8.9% | -17.1% | +26.1% | +9.1% |
| 6M | +24.6% | -4.4% | +29.0% | +24.2% |
| YTD | +35.7% | +17.5% | +18.2% | +34.4% |
| 1Y | +51.2% | +32.6% | +18.6% | +51.8% |
| All | +51.2% | +34.8% | +16.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling