+935.6%
EMR vs JBLU
-60.6%
+996.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | +0.9% | -5.6% | +6.5% | +2.2% |
| 30D | -5.0% | -22.3% | +17.4% | +0.3% |
| 3M | +5.9% | -11.0% | +16.9% | +7.7% |
| 6M | +7.3% | -3.1% | +10.4% | +6.0% |
| YTD | +14.6% | -3.7% | +18.3% | +12.5% |
| 1Y | +15.6% | -14.8% | +30.4% | +15.9% |
| 3Y | +60.2% | -15.4% | +75.6% | +43.4% |
| 5Y | +65.8% | -71.4% | +137.2% | +83.2% |
| 10Y | +277.4% | -73.0% | +350.4% | +287.8% |
| All | +935.6% | -60.6% | +996.2% | +612.5% |
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