-67.0%
JBLU vs NVS
+752.0%
-819.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -5.0% | -14.3% | +9.3% | +2.3% |
| 30D | -23.9% | -10.0% | -13.9% | -20.4% |
| 3M | -11.6% | -10.9% | -0.8% | -7.6% |
| 6M | -0.2% | -12.0% | +11.7% | +5.4% |
| YTD | -3.3% | +2.5% | -5.8% | -5.9% |
| 1Y | -15.4% | +10.7% | -26.1% | -21.1% |
| 3Y | -14.7% | +53.3% | -68.0% | -34.4% |
| 5Y | -70.0% | +93.6% | -163.6% | -80.0% |
| 10Y | -72.9% | +180.6% | -253.4% | -85.8% |
| All | -67.0% | +752.0% | -819.0% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling