+1,761.8%
ASML vs JBLU
-73.0%
+1,834.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.4% |
| 7D | +6.0% | +1.1% | +4.9% | +5.7% |
| 30D | +1.4% | -25.5% | +26.9% | +7.9% |
| 3M | +1.0% | -5.0% | +6.1% | +1.0% |
| 6M | +37.0% | +0.7% | +36.3% | +33.9% |
| YTD | +65.8% | -0.7% | +66.4% | +60.8% |
| 1Y | +123.1% | -12.7% | +135.8% | +121.4% |
| 3Y | +188.2% | -12.7% | +200.9% | +151.8% |
| 5Y | +115.6% | -69.3% | +184.9% | +137.9% |
| 10Y | +1,761.8% | -73.0% | +1,834.9% | +1,845.1% |
| All | +1,761.8% | -73.0% | +1,834.8% | +1,845.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling