-1.0%
ISRG vs JBLU
-70.1%
+69.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.4% |
| 7D | -5.0% | -5.6% | +0.6% | -4.1% |
| 30D | -10.2% | -22.3% | +12.1% | -6.3% |
| 3M | -17.2% | -11.0% | -6.2% | -15.9% |
| 6M | -28.4% | -3.1% | -25.3% | -29.1% |
| YTD | -37.6% | -3.7% | -33.9% | -38.7% |
| 1Y | -24.4% | -14.8% | -9.7% | -24.4% |
| 3Y | +18.4% | -15.4% | +33.9% | +4.6% |
| 5Y | -1.0% | -71.4% | +70.4% | +18.0% |
| All | -1.0% | -70.1% | +69.2% | +18.0% |
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 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