+11,958.2%
VRTX vs JBHT
+8,653.2%
+3,305.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +4.2% | -4.2% | -1.0% |
| 30D | +11.8% | -0.4% | +12.2% | +11.9% |
| 3M | +3.2% | -17.3% | +20.5% | +7.6% |
| 6M | +21.0% | -3.5% | +24.5% | +20.8% |
| YTD | +19.7% | +18.0% | +1.6% | +12.9% |
| 1Y | +25.0% | +35.5% | -10.6% | +13.7% |
| 3Y | +45.2% | +34.8% | +10.5% | +28.7% |
| 5Y | +189.7% | +19.7% | +170.0% | +159.1% |
| 10Y | +489.8% | +178.0% | +311.8% | +307.3% |
| All | +11,958.2% | +8,653.2% | +3,305.0% | +3,205.5% |
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 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