+912.2%
BX vs JBLU
-61.0%
+973.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.8% |
| 7D | -5.7% | -5.6% | -0.1% | -4.0% |
| 30D | -8.9% | -22.3% | +13.5% | -2.0% |
| 3M | +8.4% | -11.0% | +19.4% | +10.5% |
| 6M | +18.9% | -3.1% | +22.0% | +16.2% |
| YTD | -13.6% | -3.7% | -9.9% | -16.7% |
| 1Y | -22.4% | -14.8% | -7.7% | -22.9% |
| 3Y | +26.0% | -15.4% | +41.5% | +7.2% |
| 5Y | +18.8% | -71.4% | +90.2% | +39.2% |
| 10Y | +668.7% | -73.0% | +741.7% | +692.6% |
| All | +912.2% | -61.0% | +973.2% | +591.5% |
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 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