-73.8%
JBLU vs ILMN
+28.7%
-102.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | -0.5% |
| 7D | -5.0% | -5.4% | +0.4% | -3.4% |
| 30D | -23.9% | +7.0% | -30.9% | -25.6% |
| 3M | -11.6% | +24.2% | -35.9% | -17.5% |
| 6M | -0.2% | +69.9% | -70.1% | -15.2% |
| YTD | -3.3% | +57.4% | -60.7% | -16.8% |
| 1Y | -15.4% | +107.9% | -123.3% | -33.9% |
| 3Y | -14.7% | +37.1% | -51.9% | -27.6% |
| 5Y | -70.0% | -53.7% | -16.3% | -68.3% |
| All | -73.8% | +28.7% | -102.5% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling