+135.5%
NVS vs JBHT
+17.1%
+118.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +13.4% | -2.3% | +15.7% | +13.7% |
| 3M | +5.4% | -18.5% | +23.9% | +7.1% |
| 6M | +9.6% | -11.3% | +20.8% | +10.2% |
| YTD | +21.5% | +12.6% | +8.9% | +19.1% |
| 1Y | +32.3% | +29.8% | +2.6% | +27.9% |
| 3Y | +92.9% | +28.1% | +64.8% | +84.1% |
| All | +135.5% | +17.1% | +118.5% | +120.3% |
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 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