-12.7%
JBLU vs EIX
+18.9%
-31.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +11.4% |
| 7D | +24.9% | +4.5% | +20.4% | +24.1% |
| 30D | -12.3% | +15.2% | -27.5% | -13.9% |
| 3M | -44.5% | -11.6% | -32.9% | -43.6% |
| 6M | -25.7% | -8.4% | -17.3% | -25.1% |
| YTD | -21.8% | +8.2% | -30.0% | -23.1% |
| 1Y | -12.7% | +16.6% | -29.3% | -17.6% |
| All | -12.7% | +18.9% | -31.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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