-70.7%
JBLU vs EIX
+20.9%
-91.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -5.0% | -1.4% | -3.6% | -4.6% |
| 30D | -23.9% | -19.3% | -4.6% | -19.2% |
| 3M | -11.6% | -21.7% | +10.0% | -5.4% |
| 6M | -0.2% | -19.8% | +19.6% | +5.5% |
| YTD | -3.3% | -3.0% | -0.3% | -6.4% |
| 1Y | -15.4% | +5.1% | -20.5% | -21.2% |
| 3Y | -14.7% | -7.0% | -7.8% | -20.1% |
| All | -70.7% | +20.9% | -91.7% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling