+162.8%
FTNT vs JBLU
-70.3%
+233.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -0.1% | -5.0% | +4.8% | +0.6% |
| 30D | -3.0% | -23.9% | +20.9% | +1.0% |
| 3M | +7.6% | -11.6% | +19.2% | +8.8% |
| 6M | +87.0% | -0.2% | +87.2% | +82.7% |
| YTD | +96.5% | -3.3% | +99.8% | +90.9% |
| 1Y | +92.9% | -15.4% | +108.3% | +90.9% |
| 3Y | +139.8% | -14.7% | +154.6% | +109.9% |
| All | +162.8% | -70.3% | +233.1% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling