-70.7%
JBLU vs BAX
-68.1%
-2.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -5.0% | -7.9% | +2.9% | -1.2% |
| 30D | -23.9% | -11.7% | -12.2% | -19.2% |
| 3M | -11.6% | +16.2% | -27.8% | -17.7% |
| 6M | -0.2% | +32.0% | -32.2% | -12.5% |
| YTD | -3.3% | +24.7% | -28.0% | -13.5% |
| 1Y | -15.4% | -2.6% | -12.8% | -16.5% |
| 3Y | -14.7% | -35.0% | +20.2% | -2.9% |
| All | -70.7% | -68.1% | -2.7% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling