+17,089.1%
ISRG vs JBLU
-58.4%
+17,147.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -1.6% | -3.5% | +2.0% | -0.9% |
| 30D | -2.3% | -27.2% | +24.9% | +4.2% |
| 3M | -12.4% | -4.3% | -8.1% | -12.2% |
| 6M | -26.8% | -8.3% | -18.5% | -27.0% |
| YTD | -35.3% | +1.8% | -37.0% | -37.4% |
| 1Y | -19.3% | -9.0% | -10.3% | -20.6% |
| 3Y | +18.1% | -21.9% | +40.1% | +7.0% |
| 5Y | +2.6% | -69.0% | +71.7% | +11.5% |
| 10Y | +379.4% | -70.8% | +450.2% | +372.2% |
| All | +17,089.1% | -58.4% | +17,147.4% | +10,708.9% |
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