+40.0%
CVS vs JBLU
-72.4%
+112.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.2% | -5.0% | +2.8% | -1.7% |
| 30D | -0.1% | -23.9% | +23.8% | +2.4% |
| 3M | -5.2% | -11.6% | +6.4% | -4.6% |
| 6M | +26.9% | -0.2% | +27.1% | +25.3% |
| YTD | +22.1% | -3.3% | +25.4% | +20.5% |
| 1Y | +30.8% | -15.4% | +46.2% | +30.4% |
| 3Y | +54.4% | -14.7% | +69.1% | +44.1% |
| 5Y | +33.4% | -70.0% | +103.4% | +39.1% |
| All | +40.0% | -72.4% | +112.4% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling