-12.7%
JBLU vs NI
+9.5%
-22.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.5% |
| 7D | +24.9% | +3.9% | +21.0% | +23.8% |
| 30D | -12.3% | +15.3% | -27.6% | -15.6% |
| 3M | -44.5% | +2.4% | -46.9% | -44.3% |
| 6M | -25.7% | -4.5% | -21.1% | -23.7% |
| YTD | -21.8% | +11.4% | -33.1% | -21.0% |
| 1Y | -12.7% | +8.5% | -21.2% | -10.6% |
| All | -12.7% | +9.5% | -22.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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