-73.8%
JBLU vs NVS
+179.5%
-253.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -5.0% | -14.3% | +9.3% | +1.1% |
| 30D | -23.9% | -10.0% | -13.9% | -21.0% |
| 3M | -11.6% | -10.9% | -0.8% | -8.3% |
| 6M | -0.2% | -12.0% | +11.7% | +4.4% |
| YTD | -3.3% | +2.5% | -5.8% | -5.5% |
| 1Y | -15.4% | +10.7% | -26.1% | -20.2% |
| 3Y | -14.7% | +53.3% | -68.0% | -31.1% |
| 5Y | -70.0% | +93.6% | -163.6% | -78.7% |
| All | -73.8% | +179.5% | -253.3% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling