-9.0%
JBLU vs BDX
+27.3%
-36.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.5% |
| 7D | -3.5% | -2.5% | -1.0% | -1.9% |
| 30D | -27.2% | +8.3% | -35.5% | -31.3% |
| 3M | -4.3% | +24.4% | -28.7% | -18.4% |
| 6M | -8.3% | +9.2% | -17.5% | -14.9% |
| YTD | +1.8% | +22.7% | -21.0% | -11.4% |
| 1Y | -9.0% | +25.9% | -34.9% | -20.1% |
| All | -9.0% | +27.3% | -36.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling