-64.2%
JBLU vs RPRX
+53.1%
-117.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +1.4% |
| 7D | -4.8% | -8.0% | +3.3% | -1.7% |
| 30D | -24.4% | +2.1% | -26.5% | -25.2% |
| 3M | -4.8% | +8.2% | -13.0% | -8.2% |
| 6M | -0.5% | +28.9% | -29.3% | -10.3% |
| YTD | -3.5% | +54.1% | -57.7% | -18.6% |
| 1Y | -13.6% | +65.5% | -79.1% | -29.2% |
| 3Y | -15.3% | +117.3% | -132.5% | -37.6% |
| 5Y | -70.1% | +71.6% | -141.7% | -75.9% |
| All | -64.2% | +53.1% | -117.3% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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