-70.0%
JBLU vs SWK
+351.6%
-421.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.5% |
| 7D | +25.8% | +11.3% | +14.5% | +17.2% |
| 30D | +4.2% | +31.5% | -27.3% | -13.5% |
| 3M | -29.1% | +14.4% | -43.5% | -35.3% |
| 6M | -21.7% | +46.4% | -68.1% | -39.3% |
| YTD | -12.1% | +61.6% | -73.7% | -36.4% |
| 1Y | -9.3% | +78.7% | -88.0% | -38.8% |
| 3Y | +3.4% | +54.4% | -51.0% | -24.5% |
| 5Y | -74.2% | -25.3% | -48.9% | -71.0% |
| 10Y | -79.2% | +22.4% | -101.6% | -84.3% |
| All | -70.0% | +351.6% | -421.6% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling