-67.0%
JBLU vs BG
+808.6%
-875.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.8% |
| 7D | -5.0% | +3.1% | -8.1% | -6.0% |
| 30D | -23.9% | +10.2% | -34.1% | -26.5% |
| 3M | -11.6% | -1.7% | -10.0% | -12.2% |
| 6M | -0.2% | +1.0% | -1.2% | -2.7% |
| YTD | -3.3% | +39.9% | -43.2% | -16.0% |
| 1Y | -15.4% | +53.2% | -68.6% | -29.2% |
| 3Y | -14.7% | +16.3% | -31.0% | -22.6% |
| 5Y | -70.0% | +83.9% | -153.9% | -77.3% |
| 10Y | -72.9% | +165.1% | -238.0% | -82.7% |
| All | -67.0% | +808.6% | -875.6% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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