+901.7%
AMGN vs JBLU
-60.5%
+962.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -13.9% | -4.8% | -9.1% | -13.4% |
| 30D | -7.1% | -24.4% | +17.3% | -4.2% |
| 3M | +13.9% | -4.8% | +18.7% | +13.9% |
| 6M | +3.2% | -0.5% | +3.7% | +2.0% |
| YTD | +19.2% | -3.5% | +22.8% | +17.8% |
| 1Y | +41.1% | -13.6% | +54.7% | +40.7% |
| 3Y | +61.3% | -15.3% | +76.5% | +51.3% |
| 5Y | +109.1% | -70.1% | +179.2% | +117.2% |
| 10Y | +209.4% | -72.9% | +282.4% | +203.4% |
| All | +901.7% | -60.5% | +962.2% | +669.1% |
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 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