-14.8%
JBLU vs FICO
-36.4%
+21.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.3% | -8.4% | -3.8% |
| 7D | -5.6% | -10.6% | +5.0% | -4.4% |
| 30D | -22.3% | -6.3% | -16.0% | -22.0% |
| 3M | -11.0% | -19.7% | +8.8% | -9.4% |
| 6M | -3.1% | -31.8% | +28.7% | -0.6% |
| YTD | -3.7% | -41.8% | +38.1% | +0.4% |
| 1Y | -14.8% | -36.4% | +21.6% | -12.7% |
| All | -14.8% | -36.4% | +21.6% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling