+555.8%
INTC vs JBLU
-60.6%
+616.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.4% |
| 7D | +18.0% | -5.6% | +23.6% | +19.4% |
| 30D | +8.9% | -22.3% | +31.3% | +14.8% |
| 3M | -1.6% | -11.0% | +9.4% | +0.2% |
| 6M | +133.1% | -3.1% | +136.2% | +130.7% |
| YTD | +187.9% | -3.7% | +191.6% | +183.7% |
| 1Y | +334.7% | -14.8% | +349.5% | +336.6% |
| 3Y | +184.2% | -15.4% | +199.6% | +161.4% |
| 5Y | +116.0% | -71.4% | +187.4% | +143.1% |
| 10Y | +270.0% | -73.0% | +343.0% | +283.1% |
| All | +555.8% | -60.6% | +616.4% | +354.4% |
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