+297.3%
CMCSA vs JBLU
-60.6%
+357.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.5% | -6.0% |
| 7D | -8.3% | -5.6% | -2.7% | -7.2% |
| 30D | -2.4% | -22.3% | +19.9% | +2.3% |
| 3M | +4.5% | -11.0% | +15.5% | +5.8% |
| 6M | -18.8% | -3.1% | -15.7% | -20.2% |
| YTD | -8.9% | -3.7% | -5.2% | -11.3% |
| 1Y | -18.3% | -14.8% | -3.5% | -19.0% |
| 3Y | -35.0% | -15.4% | -19.5% | -42.0% |
| 5Y | -48.2% | -71.4% | +23.2% | -43.8% |
| 10Y | +4.6% | -73.0% | +77.5% | +3.8% |
| All | +297.3% | -60.6% | +357.9% | +143.3% |
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