-66.1%
JBLU vs GEN
+873.9%
-940.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.4% | -1.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -25.5% | +2.6% | -28.2% | -26.2% |
| 3M | -5.0% | +15.8% | -20.8% | -9.7% |
| 6M | +0.7% | +33.1% | -32.5% | -9.5% |
| YTD | -0.7% | +11.3% | -12.0% | -5.5% |
| 1Y | -12.7% | +1.7% | -14.4% | -14.4% |
| 3Y | -12.7% | +58.1% | -70.9% | -26.3% |
| 5Y | -69.3% | +20.6% | -89.9% | -72.2% |
| 10Y | -73.0% | +149.0% | -222.0% | -82.6% |
| All | -66.1% | +873.9% | -940.0% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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