+133.9%
ASML vs JBLU
-1.8%
+135.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +4.9% | +2.5% | +2.5% | +4.5% |
| 30D | -9.3% | +24.9% | -34.2% | -13.0% |
| 3M | -19.0% | -35.2% | +16.2% | -14.0% |
| 6M | -5.2% | -20.0% | +14.8% | -3.5% |
| YTD | +40.6% | -17.4% | +58.0% | +40.8% |
| 1Y | +47.5% | -13.0% | +60.5% | +46.5% |
| 3Y | +133.9% | -5.3% | +139.2% | +119.3% |
| All | +133.9% | -1.8% | +135.7% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling