-67.0%
JBLU vs BDX
+815.3%
-882.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -5.0% | -3.2% | -1.8% | -3.5% |
| 30D | -23.9% | -2.5% | -21.3% | -23.0% |
| 3M | -11.6% | +21.4% | -33.1% | -19.9% |
| 6M | -0.2% | +10.4% | -10.6% | -5.0% |
| YTD | -3.3% | +18.8% | -22.1% | -11.4% |
| 1Y | -15.4% | +21.7% | -37.1% | -23.5% |
| 3Y | -14.7% | -10.0% | -4.8% | -12.0% |
| 5Y | -70.0% | -1.8% | -68.2% | -70.7% |
| 10Y | -72.9% | +58.8% | -131.6% | -81.9% |
| All | -67.0% | +815.3% | -882.3% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling