+60.4%
AMGN vs JBLU
-14.6%
+75.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +1.1% | -3.5% | +4.7% | +1.5% |
| 30D | +7.8% | -27.2% | +35.0% | +11.3% |
| 3M | +27.3% | -4.3% | +31.6% | +26.8% |
| 6M | +16.8% | -8.3% | +25.1% | +16.2% |
| YTD | +36.3% | +1.8% | +34.6% | +35.7% |
| 1Y | +60.4% | -9.0% | +69.5% | +53.1% |
| All | +60.4% | -14.6% | +75.0% | +53.1% |
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