-68.7%
JBLU vs BNS
+1,486.6%
-1,555.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.3% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | -23.9% | +3.5% | -27.3% | -26.0% |
| 3M | -11.6% | +14.1% | -25.7% | -20.5% |
| 6M | -0.2% | +33.8% | -34.0% | -20.2% |
| YTD | -3.3% | +29.5% | -32.8% | -20.9% |
| 1Y | -15.4% | +48.4% | -63.8% | -37.8% |
| 3Y | -14.7% | +129.6% | -144.3% | -55.0% |
| 5Y | -70.0% | +96.1% | -166.1% | -81.9% |
| 10Y | -72.9% | +186.2% | -259.1% | -87.4% |
| All | -68.7% | +1,486.6% | -1,555.3% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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