+51.8%
FTNT vs JBLU
-12.5%
+64.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.9% | -11.0% | +1.1% |
| 7D | -25.7% | +24.9% | -50.6% | -25.5% |
| 30D | -29.7% | -12.3% | -17.4% | -28.9% |
| 3M | -23.1% | -44.5% | +21.3% | -21.4% |
| 6M | +45.0% | -25.7% | +70.7% | +46.9% |
| YTD | +62.9% | -21.8% | +84.7% | +59.8% |
| 1Y | +51.8% | -12.7% | +64.6% | +46.4% |
| All | +51.8% | -12.5% | +64.4% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling