-9.0%
JBLU vs NVS
+27.7%
-36.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.3% |
| 7D | -3.5% | +4.0% | -7.6% | -5.5% |
| 30D | -27.2% | +3.6% | -30.8% | -28.6% |
| 3M | -4.3% | +7.8% | -12.1% | -9.4% |
| 6M | -8.3% | -0.2% | -8.1% | -8.6% |
| YTD | +1.8% | +19.6% | -17.8% | -7.6% |
| 1Y | -9.0% | +28.4% | -37.4% | -20.5% |
| All | -9.0% | +27.7% | -36.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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