-67.1%
JBLU vs BBWI
+255.2%
-322.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -0.3% |
| 7D | -5.6% | -4.4% | -1.2% | -3.8% |
| 30D | -22.3% | -7.4% | -15.0% | -20.5% |
| 3M | -11.0% | -2.2% | -8.7% | -11.3% |
| 6M | -3.1% | -16.3% | +13.2% | +1.9% |
| YTD | -3.7% | -9.1% | +5.4% | -3.0% |
| 1Y | -14.8% | -34.5% | +19.7% | -3.7% |
| 3Y | -15.4% | -47.0% | +31.5% | -0.7% |
| 5Y | -71.4% | -68.8% | -2.5% | -59.9% |
| 10Y | -73.0% | -57.4% | -15.6% | -75.9% |
| All | -67.1% | +255.2% | -322.3% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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