+148.0%
FIS vs JBLU
-60.6%
+208.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.8% |
| 7D | -9.1% | -5.6% | -3.5% | -8.0% |
| 30D | -10.4% | -22.3% | +11.9% | -6.0% |
| 3M | -3.7% | -11.0% | +7.3% | -2.3% |
| 6M | -24.8% | -3.1% | -21.7% | -26.0% |
| YTD | -41.6% | -3.7% | -37.8% | -43.0% |
| 1Y | -42.7% | -14.8% | -28.0% | -43.1% |
| 3Y | -26.2% | -15.4% | -10.8% | -34.2% |
| 5Y | -66.1% | -71.4% | +5.2% | -63.0% |
| 10Y | -40.9% | -73.0% | +32.1% | -40.7% |
| All | +148.0% | -60.6% | +208.6% | +74.4% |
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 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