-73.8%
JBLU vs BWA
+156.8%
-230.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.7% |
| 7D | -5.0% | -1.3% | -3.6% | -4.1% |
| 30D | -23.9% | -2.9% | -20.9% | -22.6% |
| 3M | -11.6% | -10.7% | -0.9% | -5.9% |
| 6M | -0.2% | +26.5% | -26.7% | -16.0% |
| YTD | -3.3% | +49.1% | -52.4% | -30.1% |
| 1Y | -15.4% | +52.1% | -67.4% | -40.2% |
| 3Y | -14.7% | +72.6% | -87.3% | -45.7% |
| 5Y | -70.0% | +89.4% | -159.4% | -82.3% |
| All | -73.8% | +156.8% | -230.6% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling