+470.2%
VRTX vs JBHT
+272.5%
+197.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.8% |
| 7D | +0.8% | +4.9% | -4.1% | -0.3% |
| 30D | +12.6% | +0.6% | +12.1% | +12.3% |
| 3M | +23.6% | -3.2% | +26.8% | +24.1% |
| 6M | +14.3% | +17.0% | -2.7% | +9.3% |
| YTD | +20.5% | +41.7% | -21.2% | +9.9% |
| 1Y | +37.6% | +90.0% | -52.4% | +16.1% |
| 3Y | +55.5% | +47.0% | +8.6% | +37.2% |
| 5Y | +175.7% | +58.3% | +117.4% | +131.6% |
| All | +470.2% | +272.5% | +197.7% | +225.3% |
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