+1,286.0%
NVS vs JBHT
+8,195.9%
-6,909.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.7% | -1.4% |
| 7D | +0.5% | -1.4% | +1.9% | +0.7% |
| 30D | +15.0% | -3.1% | +18.1% | +15.4% |
| 3M | +4.8% | -19.5% | +24.4% | +7.2% |
| 6M | +11.3% | -9.6% | +20.9% | +12.1% |
| YTD | +21.0% | +13.3% | +7.7% | +18.5% |
| 1Y | +33.0% | +29.7% | +3.3% | +28.0% |
| 3Y | +93.6% | +28.3% | +65.3% | +84.2% |
| 5Y | +133.4% | +18.5% | +115.0% | +122.0% |
| 10Y | +270.8% | +198.1% | +72.7% | +212.0% |
| All | +1,286.0% | +8,195.9% | -6,909.9% | +783.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling