+254.5%
NVS vs JBHT
+192.0%
+62.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +13.9% | -2.0% | +15.8% | +14.2% |
| 3M | +4.7% | -16.3% | +21.0% | +7.2% |
| 6M | +12.1% | -8.2% | +20.3% | +12.7% |
| YTD | +22.3% | +16.3% | +6.0% | +18.0% |
| 1Y | +33.5% | +32.2% | +1.3% | +25.9% |
| 3Y | +94.7% | +34.4% | +60.4% | +79.5% |
| 5Y | +137.6% | +20.3% | +117.2% | +119.4% |
| 10Y | +254.5% | +185.2% | +69.2% | +156.2% |
| All | +254.5% | +192.0% | +62.5% | +156.2% |
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