+273.0%
EMR vs JBLU
-72.4%
+345.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | -0.4% | -5.0% | +4.6% | +0.7% |
| 30D | -6.8% | -23.9% | +17.1% | -0.9% |
| 3M | +7.5% | -11.6% | +19.1% | +9.5% |
| 6M | +9.9% | -0.2% | +10.1% | +7.6% |
| YTD | +16.0% | -3.3% | +19.3% | +13.7% |
| 1Y | +12.4% | -15.4% | +27.8% | +12.8% |
| 3Y | +60.2% | -14.7% | +75.0% | +39.9% |
| 5Y | +67.9% | -70.0% | +137.9% | +88.5% |
| All | +273.0% | -72.4% | +345.4% | +277.4% |
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