-25.6%
FIS vs JBLU
-15.9%
-9.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -8.9% | -4.8% | -4.1% | -8.4% |
| 30D | -9.9% | -24.4% | +14.5% | -7.3% |
| 3M | 0.0% | -4.8% | +4.7% | +0.2% |
| 6M | -22.9% | -0.5% | -22.4% | -23.6% |
| YTD | -40.9% | -3.5% | -37.4% | -41.4% |
| 1Y | -40.4% | -13.6% | -26.8% | -40.5% |
| All | -25.6% | -15.9% | -9.7% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling