-67.0%
JBLU vs BMRN
+721.0%
-788.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.6% |
| 30D | -23.9% | -6.5% | -17.4% | -22.5% |
| 3M | -11.6% | +18.3% | -29.9% | -15.8% |
| 6M | -0.2% | +8.9% | -9.1% | -2.7% |
| YTD | -3.3% | +10.5% | -13.8% | -6.2% |
| 1Y | -15.4% | +17.5% | -32.9% | -19.8% |
| 3Y | -14.7% | -27.7% | +13.0% | -9.7% |
| 5Y | -70.0% | -15.8% | -54.3% | -69.7% |
| 10Y | -72.9% | -30.1% | -42.7% | -73.3% |
| All | -67.0% | +721.0% | -788.0% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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