-12.7%
JBLU vs EXEL
+92.4%
-105.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.7% |
| 7D | +24.9% | +9.8% | +15.2% | +20.8% |
| 30D | -12.3% | +23.6% | -35.9% | -19.2% |
| 3M | -44.5% | +29.9% | -74.4% | -49.9% |
| 6M | -25.7% | +64.7% | -90.4% | -39.8% |
| YTD | -21.8% | +66.0% | -87.7% | -38.2% |
| 1Y | -12.7% | +92.0% | -104.7% | -36.8% |
| All | -12.7% | +92.4% | -105.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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