-12.7%
JBLU vs ILMN
+92.1%
-104.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -4.9% | +16.8% | +13.1% |
| 7D | +24.9% | -21.6% | +46.5% | +32.9% |
| 30D | -12.3% | -22.9% | +10.5% | -6.5% |
| 3M | -44.5% | +11.6% | -56.1% | -46.3% |
| 6M | -25.7% | +62.5% | -88.2% | -35.9% |
| YTD | -21.8% | +72.7% | -94.5% | -38.4% |
| 1Y | -12.7% | +93.9% | -106.6% | -37.6% |
| All | -12.7% | +92.1% | -104.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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