+4,277.3%
REGN vs JBHT
+9,515.5%
-5,238.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -5.9% | +0.9% | -6.8% | -6.1% |
| 30D | +22.7% | -1.1% | +23.8% | +23.0% |
| 3M | +13.5% | -14.8% | +28.3% | +17.7% |
| 6M | +28.5% | -7.4% | +35.9% | +29.6% |
| YTD | +19.1% | +17.3% | +1.8% | +12.2% |
| 1Y | +40.6% | +35.3% | +5.3% | +27.2% |
| 3Y | +15.7% | +33.9% | -18.2% | +2.1% |
| 5Y | +48.6% | +22.5% | +26.1% | +31.3% |
| 10Y | +118.6% | +181.3% | -62.7% | +45.4% |
| All | +4,277.3% | +9,515.5% | -5,238.2% | +1,352.7% |
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 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