+722.5%
ABT vs JBLU
-60.6%
+783.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -4.7% | -5.6% | +0.9% | -4.2% |
| 30D | -3.1% | -22.3% | +19.2% | -0.8% |
| 3M | +16.1% | -11.0% | +27.1% | +17.0% |
| 6M | -5.3% | -3.1% | -2.2% | -6.0% |
| YTD | -14.4% | -3.7% | -10.7% | -15.4% |
| 1Y | -18.4% | -14.8% | -3.6% | -18.5% |
| 3Y | +11.2% | -15.4% | +26.6% | +4.9% |
| 5Y | -9.4% | -71.4% | +62.0% | -5.8% |
| 10Y | +209.7% | -73.0% | +282.7% | +205.0% |
| All | +722.5% | -60.6% | +783.1% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling