-15.4%
JBLU vs ILMN
+115.7%
-131.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | -0.3% |
| 7D | -5.0% | -5.4% | +0.4% | -4.0% |
| 30D | -23.9% | +7.0% | -30.9% | -24.8% |
| 3M | -11.6% | +24.2% | -35.9% | -15.2% |
| 6M | -0.2% | +69.9% | -70.1% | -8.5% |
| YTD | -3.3% | +57.4% | -60.7% | -12.0% |
| 1Y | -15.4% | +107.9% | -123.3% | -24.1% |
| All | -15.4% | +115.7% | -131.1% | -24.1% |
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