+8,038.9%
ASML vs JBLU
-58.4%
+8,097.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.1% |
| 7D | +1.1% | -3.5% | +4.6% | +2.0% |
| 30D | +2.2% | -27.2% | +29.4% | +10.2% |
| 3M | -2.3% | -4.3% | +2.0% | -2.5% |
| 6M | +23.0% | -8.3% | +31.3% | +22.6% |
| YTD | +61.1% | +1.8% | +59.3% | +54.7% |
| 1Y | +129.1% | -9.0% | +138.1% | +124.7% |
| 3Y | +165.4% | -21.9% | +187.3% | +137.4% |
| 5Y | +109.5% | -69.0% | +178.5% | +133.2% |
| 10Y | +1,645.7% | -70.8% | +1,716.5% | +1,641.2% |
| All | +8,038.9% | -58.4% | +8,097.3% | +4,497.2% |
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