-67.1%
JBLU vs GSK
+224.3%
-291.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.7% |
| 7D | -4.8% | -5.4% | +0.6% | -2.3% |
| 30D | -24.4% | -4.6% | -19.8% | -22.9% |
| 3M | -4.8% | -5.1% | +0.3% | -2.9% |
| 6M | -0.5% | -11.4% | +11.0% | +5.3% |
| YTD | -3.5% | +0.7% | -4.2% | -3.9% |
| 1Y | -13.6% | +23.0% | -36.6% | -22.3% |
| 3Y | -15.3% | +48.0% | -63.2% | -32.8% |
| 5Y | -70.1% | +48.2% | -118.3% | -76.8% |
| 10Y | -72.9% | +80.0% | -153.0% | -81.6% |
| All | -67.1% | +224.3% | -291.4% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling