-39.3%
DXCM vs JBLU
-70.1%
+30.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | -6.5% | -5.6% | -0.9% | -5.7% |
| 30D | -4.3% | -22.3% | +18.0% | -0.7% |
| 3M | +7.3% | -11.0% | +18.3% | +8.3% |
| 6M | +22.0% | -3.1% | +25.1% | +20.4% |
| YTD | +26.4% | -3.7% | +30.1% | +24.0% |
| 1Y | +7.0% | -14.8% | +21.8% | +6.6% |
| 3Y | -19.6% | -15.4% | -4.2% | -28.4% |
| 5Y | -39.3% | -71.4% | +32.1% | -28.0% |
| All | -39.3% | -70.1% | +30.9% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling