+45.9%
REGN vs JBHT
+89.0%
-43.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -5.2% | +2.9% | -8.1% | -5.3% |
| 30D | +0.1% | +0.6% | -0.6% | 0.0% |
| 3M | +31.2% | -6.6% | +37.8% | +31.4% |
| 6M | +3.6% | +23.6% | -20.0% | +2.9% |
| YTD | +5.0% | +38.6% | -33.5% | +5.4% |
| 1Y | +45.9% | +91.5% | -45.6% | +51.2% |
| All | +45.9% | +89.0% | -43.1% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling