+6,670.9%
ASML vs JBLU
-67.0%
+6,737.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.1% | +3.8% |
| 7D | -9.0% | +28.8% | -37.8% | -14.9% |
| 30D | -21.0% | -7.6% | -13.4% | -20.4% |
| 3M | -16.3% | -40.7% | +24.4% | -6.3% |
| 6M | -7.5% | -27.2% | +19.7% | -2.8% |
| YTD | +34.0% | -19.3% | +53.3% | +34.5% |
| 1Y | +39.3% | -13.6% | +52.9% | +37.2% |
| 3Y | +128.9% | -14.7% | +143.5% | +97.4% |
| 5Y | +76.1% | -77.2% | +153.3% | +109.9% |
| 10Y | +1,428.4% | -78.4% | +1,506.8% | +1,526.6% |
| All | +6,670.9% | -67.0% | +6,737.8% | +3,896.0% |
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