+50.7%
REGN vs JBHT
+20.8%
+29.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | +23.2% | -2.0% | +25.2% | +23.6% |
| 3M | +17.4% | -16.3% | +33.7% | +20.5% |
| 6M | +29.0% | -8.2% | +37.3% | +29.7% |
| YTD | +19.6% | +16.3% | +3.3% | +14.7% |
| 1Y | +40.6% | +32.2% | +8.4% | +31.5% |
| 3Y | +16.0% | +34.4% | -18.3% | +5.6% |
| 5Y | +50.7% | +20.3% | +30.3% | +36.7% |
| All | +50.7% | +20.8% | +29.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling