+1,269.4%
NVS vs JBHT
+10,271.1%
-9,001.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | +4.0% | +4.9% | -0.9% | +3.4% |
| 30D | +3.6% | +0.6% | +3.0% | +3.4% |
| 3M | +7.8% | -3.2% | +11.0% | +8.0% |
| 6M | -0.2% | +17.0% | -17.1% | -2.4% |
| YTD | +19.6% | +41.7% | -22.1% | +14.2% |
| 1Y | +28.4% | +90.0% | -61.6% | +18.0% |
| 3Y | +76.2% | +47.0% | +29.2% | +65.2% |
| 5Y | +111.1% | +58.3% | +52.8% | +94.2% |
| 10Y | +224.3% | +273.9% | -49.7% | +166.1% |
| All | +1,269.4% | +10,271.1% | -9,001.8% | +752.3% |
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 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