-74.2%
JBLU vs COMP
-18.6%
-55.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | +3.3% |
| 7D | +25.8% | +7.2% | +18.6% | +23.7% |
| 30D | +4.2% | +6.4% | -2.2% | +2.6% |
| 3M | -29.1% | -19.4% | -9.6% | -25.6% |
| 6M | -21.7% | +14.6% | -36.3% | -24.3% |
| YTD | -12.1% | -5.5% | -6.6% | -12.6% |
| 1Y | -9.3% | +13.7% | -22.9% | -13.5% |
| 3Y | +3.4% | +409.7% | -406.3% | -33.1% |
| 5Y | -74.2% | -17.0% | -57.2% | -75.6% |
| All | -74.2% | -18.6% | -55.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling