-1.0%
JBLU vs FICO
-19.7%
+18.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.6% | +6.9% |
| 7D | +24.3% | -0.1% | +24.3% | +24.2% |
| 30D | +2.6% | +8.4% | -5.8% | +1.2% |
| 3M | -35.1% | -30.5% | -4.6% | -31.7% |
| 6M | -22.9% | -35.7% | +12.8% | -18.8% |
| YTD | -13.4% | -57.2% | +43.8% | -0.8% |
| 1Y | -10.9% | -58.4% | +47.5% | +2.6% |
| 3Y | -1.0% | -24.8% | +23.8% | +21.5% |
| All | -1.0% | -19.7% | +18.7% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling