-21.3%
JBLU vs SSNC
+1,015.4%
-1,036.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | -4.8% | -6.7% | +2.0% | -0.7% |
| 30D | -24.4% | -0.8% | -23.6% | -24.1% |
| 3M | -4.8% | +16.1% | -20.8% | -13.1% |
| 6M | -0.5% | +7.9% | -8.4% | -5.3% |
| YTD | -3.5% | -8.7% | +5.2% | +0.6% |
| 1Y | -13.6% | -9.5% | -4.1% | -9.5% |
| 3Y | -15.3% | +47.7% | -62.9% | -32.2% |
| 5Y | -70.1% | +17.6% | -87.7% | -72.7% |
| 10Y | -72.9% | +167.7% | -240.7% | -84.2% |
| All | -21.3% | +1,015.4% | -1,036.7% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling