+636.0%
AZN vs JBLU
-60.4%
+696.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.6% | -5.0% | +3.4% | -1.1% |
| 30D | +1.1% | -23.9% | +24.9% | +3.6% |
| 3M | -12.1% | -11.6% | -0.5% | -11.6% |
| 6M | -17.1% | -0.2% | -16.9% | -18.0% |
| YTD | -12.0% | -3.3% | -8.7% | -13.1% |
| 1Y | -0.2% | -15.4% | +15.2% | -0.5% |
| 3Y | +26.8% | -14.7% | +41.5% | +19.6% |
| 5Y | +56.9% | -70.0% | +126.9% | +62.0% |
| 10Y | +226.7% | -72.9% | +299.6% | +219.9% |
| All | +636.0% | -60.4% | +696.4% | +447.7% |
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 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