+268.8%
NVS vs JBHT
+192.4%
+76.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +13.4% | -2.3% | +15.7% | +13.9% |
| 3M | +5.4% | -18.5% | +23.9% | +8.4% |
| 6M | +9.6% | -11.3% | +20.8% | +10.8% |
| YTD | +21.5% | +12.6% | +8.9% | +17.7% |
| 1Y | +32.3% | +29.8% | +2.6% | +25.2% |
| 3Y | +92.9% | +28.1% | +64.8% | +79.2% |
| 5Y | +134.3% | +17.7% | +116.6% | +116.9% |
| All | +268.8% | +192.4% | +76.5% | +155.0% |
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