+86.5%
JNJ vs JBHT
+47.5%
+39.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.3% |
| 7D | +2.7% | +4.9% | -2.2% | +2.4% |
| 30D | +7.4% | +0.6% | +6.8% | +7.3% |
| 3M | +21.2% | -3.2% | +24.4% | +21.3% |
| 6M | +13.4% | +17.0% | -3.5% | +12.0% |
| YTD | +35.1% | +41.7% | -6.5% | +31.7% |
| 1Y | +57.4% | +90.0% | -32.5% | +50.0% |
| All | +86.5% | +47.5% | +39.0% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling