-67.1%
JBLU vs BIIB
+259.3%
-326.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -4.8% | -4.0% | -0.7% | -3.9% |
| 30D | -24.4% | +5.7% | -30.1% | -25.4% |
| 3M | -4.8% | +10.9% | -15.7% | -7.2% |
| 6M | -0.5% | +14.3% | -14.8% | -3.8% |
| YTD | -3.5% | +22.4% | -25.9% | -8.2% |
| 1Y | -13.6% | +51.1% | -64.6% | -21.7% |
| 3Y | -15.3% | -16.8% | +1.6% | -13.4% |
| 5Y | -70.1% | -28.1% | -42.0% | -69.0% |
| 10Y | -72.9% | -27.2% | -45.7% | -75.8% |
| All | -67.1% | +259.3% | -326.4% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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