-18.6%
JBLU vs SNY
+1.8%
-20.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.2% |
| 7D | +14.4% | +8.8% | +5.7% | +9.4% |
| 30D | -13.4% | +18.6% | -32.0% | -21.1% |
| 3M | -45.1% | +9.7% | -54.8% | -47.6% |
| 6M | -27.9% | +8.2% | -36.1% | -30.5% |
| YTD | -23.3% | +2.2% | -25.5% | -24.5% |
| 1Y | -18.6% | +1.0% | -19.7% | -19.7% |
| All | -18.6% | +1.8% | -20.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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