+98.3%
JNJ vs JBHT
+27.4%
+70.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | +6.9% | -2.3% | +9.2% | +7.0% |
| 3M | +8.0% | -18.5% | +26.5% | +8.9% |
| 6M | +24.3% | -11.3% | +35.6% | +24.6% |
| YTD | +35.6% | +12.6% | +23.1% | +33.9% |
| 1Y | +51.1% | +29.8% | +21.3% | +47.9% |
| 3Y | +98.3% | +28.1% | +70.2% | +85.6% |
| All | +98.3% | +27.4% | +70.9% | +85.6% |
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