+256.9%
BNY vs JBLU
-70.3%
+327.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | -5.0% | +3.6% | -0.6% |
| 30D | -0.2% | -23.9% | +23.7% | +3.6% |
| 3M | +14.9% | -11.6% | +26.6% | +16.0% |
| 6M | +40.0% | -0.2% | +40.2% | +37.3% |
| YTD | +42.0% | -3.3% | +45.3% | +39.0% |
| 1Y | +56.9% | -15.4% | +72.2% | +56.1% |
| 3Y | +289.9% | -14.7% | +304.6% | +244.6% |
| All | +256.9% | -70.3% | +327.2% | +309.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling