+65.7%
AMGN vs JBLU
-12.5%
+78.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.2% | +2.6% |
| 7D | +5.9% | +24.9% | -19.0% | +3.6% |
| 30D | +18.7% | -12.3% | +31.1% | +20.5% |
| 3M | +23.4% | -44.5% | +67.9% | +32.0% |
| 6M | +49.7% | -25.7% | +75.4% | +53.3% |
| YTD | +49.2% | -21.8% | +70.9% | +51.0% |
| 1Y | +65.7% | -12.7% | +78.5% | +57.9% |
| All | +65.7% | -12.5% | +78.3% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling