+135.2%
NVS vs JBHT
+22.5%
+112.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.1% |
| 7D | -1.3% | +7.0% | -8.3% | -1.9% |
| 30D | +9.3% | +0.5% | +8.8% | +9.2% |
| 3M | +5.8% | -17.4% | +23.1% | +7.4% |
| 6M | +7.2% | -1.7% | +8.9% | +6.8% |
| YTD | +20.0% | +20.7% | -0.8% | +16.9% |
| 1Y | +25.4% | +41.1% | -15.7% | +20.2% |
| 3Y | +89.2% | +38.0% | +51.2% | +79.2% |
| All | +135.2% | +22.5% | +112.7% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling