-67.3%
JBLU vs SNY
+241.9%
-309.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.0% | -3.3% | -1.6% | -3.5% |
| 30D | -23.9% | -2.2% | -21.7% | -23.2% |
| 3M | -11.6% | -3.0% | -8.6% | -10.6% |
| 6M | -0.2% | +2.7% | -3.0% | -1.2% |
| YTD | -3.3% | -6.8% | +3.5% | -0.2% |
| 1Y | -15.4% | -5.3% | -10.1% | -13.8% |
| 3Y | -14.7% | -9.8% | -4.9% | -13.4% |
| 5Y | -70.0% | +9.7% | -79.7% | -72.7% |
| 10Y | -72.9% | +64.5% | -137.4% | -80.5% |
| All | -67.3% | +241.9% | -309.3% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling