-73.8%
JBLU vs SWK
-1.5%
-72.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +2.1% |
| 7D | -4.8% | -6.7% | +2.0% | -0.1% |
| 30D | -24.4% | -13.5% | -11.0% | -16.4% |
| 3M | -4.8% | +16.2% | -21.0% | -14.0% |
| 6M | -0.5% | +22.7% | -23.2% | -13.8% |
| YTD | -3.5% | +23.8% | -27.3% | -16.7% |
| 1Y | -13.6% | +20.9% | -34.5% | -24.5% |
| 3Y | -15.3% | +10.6% | -25.9% | -23.2% |
| 5Y | -70.1% | -42.5% | -27.6% | -59.5% |
| All | -73.8% | -1.5% | -72.4% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling