+251.0%
NVS vs JBHT
+183.5%
+67.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | +11.5% | -0.1% | +11.5% | +11.5% |
| 3M | +3.7% | -14.0% | +17.7% | +5.7% |
| 6M | +10.4% | -5.1% | +15.5% | +10.4% |
| YTD | +19.8% | +18.0% | +1.8% | +15.3% |
| 1Y | +26.6% | +36.5% | -9.9% | +18.8% |
| 3Y | +90.1% | +34.8% | +55.3% | +75.2% |
| 5Y | +133.4% | +21.4% | +111.9% | +115.3% |
| 10Y | +251.0% | +178.0% | +73.0% | +165.6% |
| All | +251.0% | +183.5% | +67.5% | +165.6% |
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 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