-77.9%
JBLU vs ELAN
-28.2%
-49.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.3% |
| 7D | -5.0% | -5.4% | +0.5% | -2.7% |
| 30D | -23.9% | +4.7% | -28.6% | -25.4% |
| 3M | -11.6% | -3.7% | -8.0% | -10.8% |
| 6M | -0.2% | -1.2% | +1.0% | -0.7% |
| YTD | -3.3% | +2.4% | -5.7% | -5.5% |
| 1Y | -15.4% | +23.4% | -38.8% | -24.0% |
| 3Y | -14.7% | +96.7% | -111.4% | -43.8% |
| 5Y | -70.0% | -30.6% | -39.4% | -67.5% |
| All | -77.9% | -28.2% | -49.7% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 all: compounded portfolio wealth divided by compounded ELAN 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…
all analysis · Full analysis span regression · 6 months rolling