-12.7%
JBLU vs SWK
+87.6%
-100.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +13.1% | -1.2% | +1.2% |
| 7D | +24.9% | +17.9% | +7.0% | +9.6% |
| 30D | -12.3% | +31.9% | -44.3% | -30.1% |
| 3M | -44.5% | +16.6% | -61.0% | -50.9% |
| 6M | -25.7% | +61.1% | -86.8% | -49.4% |
| YTD | -21.8% | +64.2% | -86.0% | -47.5% |
| 1Y | -12.7% | +85.2% | -98.0% | -46.6% |
| All | -12.7% | +87.6% | -100.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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