+1,747.1%
NXPI vs JBHT
+798.3%
+948.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.4% |
| 7D | +1.9% | +4.9% | -3.0% | -1.1% |
| 30D | -1.4% | +0.6% | -2.0% | -2.2% |
| 3M | -29.1% | -3.2% | -25.8% | -28.4% |
| 6M | +6.2% | +17.0% | -10.7% | -5.3% |
| YTD | +5.9% | +41.7% | -35.8% | -16.5% |
| 1Y | +2.9% | +90.0% | -87.1% | -33.9% |
| 3Y | +14.5% | +47.0% | -32.5% | -15.9% |
| 5Y | +17.1% | +58.3% | -41.3% | -19.9% |
| 10Y | +193.4% | +273.9% | -80.6% | +0.8% |
| All | +1,747.1% | +798.3% | +948.8% | +172.9% |
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