-19.3%
ISRG vs JBLU
-14.6%
-4.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -1.6% | -3.5% | +2.0% | -1.1% |
| 30D | -2.3% | -27.2% | +24.9% | +2.6% |
| 3M | -12.4% | -4.3% | -8.1% | -11.9% |
| 6M | -26.8% | -8.3% | -18.5% | -26.6% |
| YTD | -35.3% | +1.8% | -37.0% | -36.6% |
| 1Y | -19.3% | -9.0% | -10.3% | -18.4% |
| All | -19.3% | -14.6% | -4.7% | -18.4% |
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