-66.1%
JBLU vs ILMN
+5,463.3%
-5,529.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.7% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | -25.5% | +12.3% | -37.8% | -27.5% |
| 3M | -5.0% | +33.5% | -38.6% | -10.9% |
| 6M | +0.7% | +69.4% | -68.7% | -10.3% |
| YTD | -0.7% | +60.9% | -61.6% | -11.1% |
| 1Y | -12.7% | +115.0% | -127.7% | -27.2% |
| 3Y | -12.7% | +37.0% | -49.8% | -21.2% |
| 5Y | -69.3% | -53.1% | -16.1% | -66.9% |
| 10Y | -73.0% | +27.6% | -100.6% | -77.0% |
| All | -66.1% | +5,463.3% | -5,529.4% | -84.8% |
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 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