-67.0%
JBLU vs EXEL
+440.1%
-507.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | -5.0% | -4.9% | -0.1% | -4.1% |
| 30D | -23.9% | +11.4% | -35.3% | -25.5% |
| 3M | -11.6% | +4.9% | -16.5% | -12.6% |
| 6M | -0.2% | +34.4% | -34.6% | -5.8% |
| YTD | -3.3% | +28.0% | -31.3% | -7.9% |
| 1Y | -15.4% | +43.6% | -59.0% | -21.4% |
| 3Y | -14.7% | +155.2% | -169.9% | -30.4% |
| 5Y | -70.0% | +181.2% | -251.2% | -76.3% |
| 10Y | -72.9% | +368.4% | -441.3% | -82.6% |
| All | -67.0% | +440.1% | -507.1% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling