-70.7%
JBLU vs NSC
+42.7%
-113.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.9% |
| 7D | -5.0% | -2.8% | -2.2% | -2.9% |
| 30D | -23.9% | -4.5% | -19.4% | -21.3% |
| 3M | -11.6% | +3.5% | -15.2% | -14.8% |
| 6M | -0.2% | +8.5% | -8.8% | -7.4% |
| YTD | -3.3% | +12.3% | -15.6% | -12.4% |
| 1Y | -15.4% | +18.9% | -34.3% | -26.6% |
| 3Y | -14.7% | +74.1% | -88.9% | -44.6% |
| All | -70.7% | +42.7% | -113.4% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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