+9,359.7%
FTNT vs JBLU
-19.8%
+9,379.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.4% |
| 7D | +1.7% | -5.6% | +7.3% | +2.8% |
| 30D | -4.3% | -22.3% | +18.1% | 0.0% |
| 3M | +13.6% | -11.0% | +24.6% | +14.8% |
| 6M | +87.6% | -3.1% | +90.7% | +84.0% |
| YTD | +98.0% | -3.7% | +101.7% | +92.2% |
| 1Y | +96.9% | -14.8% | +111.7% | +94.5% |
| 3Y | +145.4% | -15.4% | +160.8% | +117.8% |
| 5Y | +153.0% | -71.4% | +224.3% | +177.1% |
| 10Y | +2,098.3% | -73.0% | +2,171.3% | +2,080.3% |
| All | +9,359.7% | -19.8% | +9,379.5% | +6,145.0% |
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