-71.8%
JBLU vs ILMN
+5,356.6%
-5,428.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +2.5% | -2.9% | +5.3% | +3.1% |
| 30D | +24.9% | -23.8% | +48.7% | +31.8% |
| 3M | -35.2% | +7.5% | -42.6% | -36.8% |
| 6M | -20.0% | +42.8% | -62.8% | -26.7% |
| YTD | -17.4% | +57.8% | -75.2% | -26.3% |
| 1Y | -13.0% | +72.6% | -85.6% | -23.8% |
| 3Y | -5.3% | +129.3% | -134.6% | -23.3% |
| 5Y | -75.2% | -44.5% | -30.7% | -74.3% |
| 10Y | -80.5% | +54.5% | -135.0% | -83.9% |
| All | -71.8% | +5,356.6% | -5,428.4% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling