-67.1%
JBLU vs BN
+4,327.2%
-4,394.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.1% |
| 7D | -4.8% | -5.9% | +1.1% | -0.5% |
| 30D | -24.4% | -15.1% | -9.4% | -14.8% |
| 3M | -4.8% | -14.6% | +9.8% | +7.2% |
| 6M | -0.5% | -8.4% | +8.0% | +7.6% |
| YTD | -3.5% | -16.8% | +13.3% | +11.2% |
| 1Y | -13.6% | -14.4% | +0.8% | -2.8% |
| 3Y | -15.3% | +70.1% | -85.4% | -40.1% |
| 5Y | -70.1% | +33.5% | -103.6% | -75.2% |
| 10Y | -72.9% | +260.2% | -333.2% | -88.2% |
| All | -67.1% | +4,327.2% | -4,394.3% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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