+1,211.3%
ADBE vs JBLU
-60.6%
+1,271.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | -8.9% | -5.6% | -3.3% | -8.0% |
| 30D | -6.6% | -22.3% | +15.7% | -2.4% |
| 3M | +7.1% | -11.0% | +18.1% | +8.3% |
| 6M | -9.8% | -3.1% | -6.7% | -11.7% |
| YTD | -27.2% | -3.7% | -23.4% | -29.4% |
| 1Y | -28.0% | -14.8% | -13.2% | -29.0% |
| 3Y | -54.5% | -15.4% | -39.1% | -59.6% |
| 5Y | -61.5% | -71.4% | +9.9% | -58.3% |
| 10Y | +156.4% | -73.0% | +229.4% | +150.1% |
| All | +1,211.3% | -60.6% | +1,271.9% | +729.9% |
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