-73.0%
JBLU vs FICO
+647.8%
-720.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.3% | -8.4% | -4.9% |
| 7D | -5.6% | -10.6% | +5.0% | -2.7% |
| 30D | -22.3% | -6.3% | -16.0% | -21.5% |
| 3M | -11.0% | -19.7% | +8.8% | -6.6% |
| 6M | -3.1% | -31.8% | +28.7% | +6.3% |
| YTD | -3.7% | -41.8% | +38.1% | +11.5% |
| 1Y | -14.8% | -36.4% | +21.6% | -6.1% |
| 3Y | -15.4% | +9.3% | -24.7% | -29.5% |
| 5Y | -71.4% | +113.0% | -184.4% | -82.7% |
| 10Y | -73.0% | +665.4% | -738.4% | -91.6% |
| All | -73.0% | +647.8% | -720.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling