+619.7%
BNY vs JBLU
-60.4%
+680.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | -5.0% | +3.6% | 0.0% |
| 30D | -0.2% | -23.9% | +23.7% | +7.0% |
| 3M | +14.9% | -11.6% | +26.6% | +16.9% |
| 6M | +40.0% | -0.2% | +40.2% | +35.0% |
| YTD | +42.0% | -3.3% | +45.3% | +36.2% |
| 1Y | +56.9% | -15.4% | +72.2% | +54.7% |
| 3Y | +289.9% | -14.7% | +304.6% | +224.0% |
| 5Y | +259.2% | -70.0% | +329.2% | +292.0% |
| 10Y | +413.3% | -72.9% | +486.1% | +407.7% |
| All | +619.7% | -60.4% | +680.1% | +295.2% |
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