-12.7%
JBLU vs GSK
+14.9%
-27.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.0% | +6.9% | +9.4% |
| 7D | +24.9% | +4.9% | +20.0% | +22.0% |
| 30D | -12.3% | +9.9% | -22.2% | -17.2% |
| 3M | -44.5% | +0.2% | -44.6% | -44.6% |
| 6M | -25.7% | +2.3% | -28.0% | -27.7% |
| YTD | -21.8% | +7.1% | -28.8% | -18.0% |
| 1Y | -12.7% | +13.1% | -25.9% | -10.3% |
| All | -12.7% | +14.9% | -27.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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