+258.4%
NVS vs JBHT
+182.5%
+76.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | -1.3% | +7.0% | -8.3% | -2.3% |
| 30D | +9.3% | +0.5% | +8.8% | +9.2% |
| 3M | +5.8% | -17.4% | +23.1% | +8.6% |
| 6M | +7.2% | -1.7% | +8.9% | +6.6% |
| YTD | +20.0% | +20.7% | -0.8% | +15.0% |
| 1Y | +25.4% | +41.1% | -15.7% | +17.0% |
| 3Y | +89.2% | +38.0% | +51.2% | +73.6% |
| 5Y | +134.6% | +22.5% | +112.2% | +116.4% |
| All | +258.4% | +182.5% | +76.0% | +169.3% |
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