-73.8%
JBLU vs SSNC
+173.6%
-247.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.9% |
| 7D | -5.0% | -4.0% | -0.9% | -2.3% |
| 30D | -23.9% | +0.5% | -24.4% | -24.2% |
| 3M | -11.6% | +18.9% | -30.6% | -21.8% |
| 6M | -0.2% | +10.8% | -11.1% | -7.5% |
| YTD | -3.3% | -7.1% | +3.8% | +0.2% |
| 1Y | -15.4% | -9.6% | -5.8% | -10.8% |
| 3Y | -14.7% | +51.1% | -65.8% | -35.3% |
| 5Y | -70.0% | +19.7% | -89.7% | -73.6% |
| All | -73.8% | +173.6% | -247.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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