+128.9%
ASML vs JBLU
-17.5%
+146.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.1% | +4.2% |
| 7D | -9.0% | +28.8% | -37.8% | -12.8% |
| 30D | -21.0% | -7.6% | -13.4% | -20.5% |
| 3M | -16.3% | -40.7% | +24.4% | -10.0% |
| 6M | -7.5% | -27.2% | +19.7% | -4.5% |
| YTD | +34.0% | -19.3% | +53.3% | +34.7% |
| 1Y | +39.3% | -13.6% | +52.9% | +38.6% |
| 3Y | +128.9% | -14.7% | +143.5% | +118.7% |
| All | +128.9% | -17.5% | +146.4% | +118.7% |
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