-70.4%
JBLU vs FICO
+2,555.5%
-2,626.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.6% | +6.2% |
| 7D | +24.3% | -0.1% | +24.3% | +24.2% |
| 30D | +2.6% | +8.4% | -5.8% | -1.7% |
| 3M | -35.1% | -30.5% | -4.6% | -28.5% |
| 6M | -22.9% | -35.7% | +12.8% | -14.4% |
| YTD | -13.4% | -57.2% | +43.8% | +12.7% |
| 1Y | -10.9% | -58.4% | +47.5% | +17.1% |
| 3Y | -1.0% | -24.8% | +23.8% | -8.6% |
| 5Y | -75.2% | +79.3% | -154.5% | -85.6% |
| 10Y | -78.7% | +531.6% | -610.3% | -94.1% |
| All | -70.4% | +2,555.5% | -2,626.0% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling