-18.6%
JBLU vs DGX
+45.7%
-64.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +14.4% | +0.7% | +13.7% | +14.2% |
| 30D | -13.4% | +11.5% | -24.9% | -14.3% |
| 3M | -45.1% | +8.4% | -53.5% | -45.6% |
| 6M | -27.9% | +34.5% | -62.4% | -29.6% |
| YTD | -23.3% | +49.3% | -72.6% | -24.1% |
| 1Y | -18.6% | +45.3% | -64.0% | -19.9% |
| All | -18.6% | +45.7% | -64.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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