+26.6%
FCX vs JBLU
+2.6%
+24.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | +3.1% | -5.6% | +8.7% | +4.0% |
| 30D | +8.1% | -22.3% | +30.5% | +12.1% |
| 3M | +18.9% | -11.0% | +29.9% | +19.3% |
| 6M | +26.6% | -3.1% | +29.7% | +19.5% |
| All | +26.6% | +2.6% | +24.0% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling