+8,589.6%
JNJ vs JBHT
+9,288.5%
-698.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -1.1% |
| 7D | -1.0% | -1.4% | +0.3% | -0.9% |
| 30D | +6.9% | -3.1% | +10.0% | +7.2% |
| 3M | +6.2% | -19.5% | +25.8% | +8.4% |
| 6M | +22.0% | -9.6% | +31.6% | +22.8% |
| YTD | +33.7% | +13.3% | +20.4% | +31.0% |
| 1Y | +49.7% | +29.7% | +20.0% | +44.5% |
| 3Y | +96.0% | +28.3% | +67.6% | +87.1% |
| 5Y | +91.6% | +18.5% | +73.1% | +82.9% |
| 10Y | +210.5% | +198.1% | +12.4% | +165.3% |
| All | +8,589.6% | +9,288.5% | -698.9% | +4,883.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling