+254.6%
NVS vs JBHT
+186.6%
+68.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | +13.6% | -1.1% | +14.7% | +13.8% |
| 3M | +4.1% | -14.8% | +18.9% | +6.3% |
| 6M | +11.8% | -7.4% | +19.2% | +12.3% |
| YTD | +22.0% | +17.3% | +4.7% | +17.5% |
| 1Y | +32.3% | +35.3% | -3.1% | +24.3% |
| 3Y | +93.6% | +33.9% | +59.6% | +78.6% |
| 5Y | +136.7% | +22.5% | +114.2% | +117.8% |
| 10Y | +254.6% | +181.3% | +73.3% | +170.6% |
| All | +254.6% | +186.6% | +68.0% | +170.6% |
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