-67.1%
JBLU vs BB
+127.9%
-195.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | -5.6% | +1.8% | -7.4% | -6.0% |
| 30D | -22.3% | -12.2% | -10.1% | -20.5% |
| 3M | -11.0% | -12.3% | +1.4% | -10.1% |
| 6M | -3.1% | +122.7% | -125.8% | -20.4% |
| YTD | -3.7% | +104.5% | -108.2% | -19.7% |
| 1Y | -14.8% | +106.7% | -121.5% | -29.5% |
| 3Y | -15.4% | +70.0% | -85.4% | -30.1% |
| 5Y | -71.4% | -27.8% | -43.6% | -73.0% |
| 10Y | -73.0% | +2.4% | -75.4% | -80.1% |
| All | -67.1% | +127.9% | -195.1% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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