-70.2%
JBLU vs ILMN
-54.3%
-15.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.1% |
| 7D | -5.6% | -3.9% | -1.7% | -4.3% |
| 30D | -22.3% | +6.9% | -29.2% | -24.4% |
| 3M | -11.0% | +28.1% | -39.1% | -18.8% |
| 6M | -3.1% | +65.0% | -68.0% | -19.4% |
| YTD | -3.7% | +56.3% | -60.0% | -19.4% |
| 1Y | -14.8% | +108.7% | -123.5% | -36.9% |
| 3Y | -15.4% | +33.1% | -48.5% | -30.8% |
| All | -70.2% | -54.3% | -15.8% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling