+117.0%
REGN vs JBHT
+182.5%
-65.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | 0.0% |
| 7D | +5.7% | +7.0% | -1.4% | +4.3% |
| 30D | +22.8% | +0.5% | +22.3% | +22.6% |
| 3M | +18.7% | -17.4% | +36.0% | +22.6% |
| 6M | +33.1% | -1.7% | +34.8% | +32.2% |
| YTD | +24.3% | +20.7% | +3.5% | +18.0% |
| 1Y | +38.2% | +41.1% | -2.9% | +27.1% |
| 3Y | +21.1% | +38.0% | -16.9% | +9.4% |
| 5Y | +52.8% | +22.5% | +30.3% | +39.1% |
| All | +117.0% | +182.5% | -65.5% | +65.5% |
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