-67.0%
JBLU vs BAX
+19.6%
-86.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -5.0% | -7.9% | +2.9% | -1.6% |
| 30D | -23.9% | -11.7% | -12.2% | -19.8% |
| 3M | -11.6% | +16.2% | -27.8% | -17.0% |
| 6M | -0.2% | +32.0% | -32.2% | -11.1% |
| YTD | -3.3% | +24.7% | -28.0% | -12.1% |
| 1Y | -15.4% | -2.6% | -12.8% | -15.9% |
| 3Y | -14.7% | -35.0% | +20.2% | -2.4% |
| 5Y | -70.0% | -67.6% | -2.5% | -56.0% |
| 10Y | -72.9% | -38.4% | -34.4% | -71.3% |
| All | -67.0% | +19.6% | -86.6% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling