+1.8%
CMCSA vs JBLU
-12.5%
+14.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.9% | -7.0% | +4.2% |
| 7D | +15.2% | +24.9% | -9.7% | +13.6% |
| 30D | +17.0% | -12.3% | +29.3% | +17.9% |
| 3M | +1.2% | -44.5% | +45.7% | +4.9% |
| 6M | -5.5% | -25.7% | +20.2% | -4.0% |
| YTD | -6.5% | -21.8% | +15.2% | -5.0% |
| 1Y | +1.8% | -12.7% | +14.5% | -2.2% |
| All | +1.8% | -12.5% | +14.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling