+221.6%
JNJ vs JBHT
+182.5%
+39.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | +3.5% | +7.0% | -3.6% | +2.4% |
| 30D | +12.5% | +0.5% | +12.0% | +12.4% |
| 3M | +9.6% | -17.4% | +26.9% | +12.4% |
| 6M | +25.3% | -1.7% | +27.1% | +24.7% |
| YTD | +40.3% | +20.7% | +19.6% | +34.3% |
| 1Y | +49.6% | +41.1% | +8.6% | +39.4% |
| 3Y | +110.8% | +38.0% | +72.8% | +93.1% |
| 5Y | +99.1% | +22.5% | +76.7% | +83.6% |
| All | +221.6% | +182.5% | +39.2% | +137.4% |
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