+20,693.3%
ISRG vs JBLU
-66.2%
+20,759.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | -2.0% | +2.5% | -4.5% | -2.6% |
| 30D | +5.6% | +24.9% | -19.4% | -0.3% |
| 3M | +10.5% | -35.2% | +45.7% | +19.2% |
| 6M | +2.6% | -20.0% | +22.6% | +5.0% |
| YTD | -21.7% | -17.4% | -4.3% | -22.0% |
| 1Y | -21.6% | -13.0% | -8.6% | -22.9% |
| 3Y | +57.0% | -5.3% | +62.3% | +34.4% |
| 5Y | +25.0% | -75.2% | +100.2% | +40.8% |
| 10Y | +542.1% | -80.5% | +622.6% | +583.0% |
| All | +20,693.3% | -66.2% | +20,759.5% | +13,368.7% |
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