-49.9%
JBLU vs FIVN
+280.5%
-330.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.8% | -11.3% | +6.5% | -2.9% |
| 30D | -24.4% | -7.3% | -17.1% | -23.6% |
| 3M | -4.8% | +41.7% | -46.5% | -11.0% |
| 6M | -0.5% | +78.3% | -78.7% | -11.9% |
| YTD | -3.5% | +50.9% | -54.4% | -12.7% |
| 1Y | -13.6% | +19.7% | -33.2% | -18.8% |
| 3Y | -15.3% | -55.7% | +40.5% | -10.3% |
| 5Y | -70.1% | -82.6% | +12.5% | -66.7% |
| 10Y | -72.9% | +113.6% | -186.6% | -78.2% |
| All | -49.9% | +280.5% | -330.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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