+210.8%
JNJ vs JBHT
+192.4%
+18.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +6.9% | -2.3% | +9.2% | +7.2% |
| 3M | +8.0% | -18.5% | +26.5% | +11.0% |
| 6M | +24.3% | -11.3% | +35.6% | +25.6% |
| YTD | +35.6% | +12.6% | +23.1% | +31.2% |
| 1Y | +51.1% | +29.8% | +21.3% | +42.6% |
| 3Y | +98.3% | +28.1% | +70.2% | +83.9% |
| 5Y | +94.3% | +17.7% | +76.7% | +79.7% |
| All | +210.8% | +192.4% | +18.4% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling