+1,504.8%
ASML vs JBLU
-77.7%
+1,582.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.4% | -1.1% | +4.6% |
| 7D | -0.8% | +24.3% | -25.1% | -5.6% |
| 30D | -14.9% | +2.6% | -17.5% | -16.2% |
| 3M | -13.0% | -35.1% | +22.1% | -5.6% |
| 6M | -4.7% | -22.9% | +18.2% | -1.5% |
| YTD | +42.3% | -13.4% | +55.7% | +40.8% |
| 1Y | +49.7% | -10.9% | +60.6% | +46.9% |
| 3Y | +144.3% | -1.0% | +145.3% | +104.0% |
| 5Y | +86.4% | -75.2% | +161.6% | +113.7% |
| 10Y | +1,504.8% | -78.7% | +1,583.5% | +1,733.5% |
| All | +1,504.8% | -77.7% | +1,582.6% | +1,733.5% |
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