-73.8%
JBLU vs BAX
-38.1%
-35.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -5.0% | -7.9% | +2.9% | -1.7% |
| 30D | -23.9% | -11.7% | -12.2% | -19.9% |
| 3M | -11.6% | +16.2% | -27.8% | -16.8% |
| 6M | -0.2% | +32.0% | -32.2% | -10.7% |
| YTD | -3.3% | +24.7% | -28.0% | -11.8% |
| 1Y | -15.4% | -2.6% | -12.8% | -16.2% |
| 3Y | -14.7% | -35.0% | +20.2% | -4.4% |
| 5Y | -70.0% | -67.6% | -2.5% | -59.4% |
| All | -73.8% | -38.1% | -35.6% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling