-12.7%
JBLU vs BAX
+46.0%
-58.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.0% | +8.0% | +9.7% |
| 7D | +24.9% | +4.1% | +20.8% | +21.6% |
| 30D | -12.3% | +9.4% | -21.7% | -17.5% |
| 3M | -44.5% | -6.5% | -38.0% | -42.5% |
| 6M | -25.7% | +59.6% | -85.3% | -44.5% |
| YTD | -21.8% | +38.9% | -60.6% | -37.7% |
| 1Y | -12.7% | +48.0% | -60.7% | -32.2% |
| All | -12.7% | +46.0% | -58.8% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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