-0.2%
JBLU vs NVMI
-14.3%
+14.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -23.9% | -8.4% | -15.5% | -22.0% |
| 3M | -11.6% | -33.6% | +21.9% | -0.8% |
| 6M | -0.2% | -14.7% | +14.5% | -7.3% |
| All | -0.2% | -14.3% | +14.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 6mo: compounded portfolio wealth divided by compounded NVMI 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…
6mo analysis · Full analysis span regression · 6 months rolling