-30.1%
JBLU vs SWK
+16.2%
-46.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.5% | +5.0% |
| 7D | +24.3% | +10.7% | +13.6% | +14.0% |
| 30D | +2.6% | +33.3% | -30.7% | -14.5% |
| All | -30.1% | +16.2% | -46.4% | -31.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling