+185.0%
ABBV vs JBLU
-70.3%
+255.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.0% | -4.8% | +2.8% | -1.9% |
| 30D | +2.0% | -24.4% | +26.4% | +2.8% |
| 3M | +14.2% | -4.8% | +18.9% | +14.1% |
| 6M | +14.1% | -0.5% | +14.5% | +13.5% |
| YTD | +14.2% | -3.5% | +17.8% | +13.5% |
| 1Y | +24.2% | -13.6% | +37.8% | +23.8% |
| 3Y | +89.8% | -15.3% | +105.0% | +85.5% |
| All | +185.0% | -70.3% | +255.4% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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