+130.7%
REGN vs JBHT
+183.5%
-52.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.6% |
| 7D | +3.1% | +0.5% | +2.6% | +3.0% |
| 30D | +25.8% | -0.1% | +25.9% | +25.8% |
| 3M | +20.5% | -14.0% | +34.6% | +23.5% |
| 6M | +35.0% | -5.1% | +40.0% | +35.0% |
| YTD | +24.8% | +18.0% | +6.7% | +19.0% |
| 1Y | +43.0% | +36.5% | +6.4% | +32.2% |
| 3Y | +21.2% | +34.8% | -13.6% | +10.0% |
| 5Y | +54.5% | +21.4% | +33.1% | +40.8% |
| 10Y | +130.7% | +178.0% | -47.3% | +71.3% |
| All | +130.7% | +183.5% | -52.8% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling