-12.7%
JBLU vs BWA
+17.4%
-30.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.5% | +14.5% | +12.6% |
| 7D | +24.9% | -9.9% | +34.8% | +28.5% |
| 30D | -12.3% | -16.4% | +4.0% | -7.7% |
| 3M | -44.5% | -19.8% | -24.6% | -41.0% |
| 6M | -25.7% | -10.0% | -15.7% | -23.3% |
| YTD | -21.8% | +12.7% | -34.5% | -26.0% |
| 1Y | -12.7% | +15.7% | -28.4% | -17.6% |
| All | -12.7% | +17.4% | -30.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling