+108.4%
JNJ vs JBHT
+31.9%
+76.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +2.0% |
| 7D | +4.3% | +0.4% | +3.8% | +4.2% |
| 30D | +7.9% | -2.0% | +9.9% | +8.0% |
| 3M | +9.4% | -16.3% | +25.6% | +10.1% |
| 6M | +28.8% | -8.2% | +37.1% | +29.0% |
| YTD | +38.5% | +16.3% | +22.2% | +36.6% |
| 1Y | +54.6% | +32.2% | +22.4% | +51.3% |
| 3Y | +108.4% | +34.4% | +74.0% | +95.6% |
| All | +108.4% | +31.9% | +76.5% | +95.6% |
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