-70.4%
JBLU vs SWK
+358.0%
-428.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.5% | +5.4% |
| 7D | +24.3% | +10.7% | +13.6% | +16.2% |
| 30D | +2.6% | +33.3% | -30.7% | -15.6% |
| 3M | -35.1% | +14.7% | -49.8% | -40.8% |
| 6M | -22.9% | +48.5% | -71.4% | -40.8% |
| YTD | -13.4% | +63.9% | -77.3% | -38.0% |
| 1Y | -10.9% | +80.4% | -91.3% | -40.2% |
| 3Y | -1.0% | +58.1% | -59.1% | -28.9% |
| 5Y | -75.2% | -24.5% | -50.7% | -72.4% |
| 10Y | -78.7% | +29.5% | -108.2% | -84.5% |
| All | -70.4% | +358.0% | -428.5% | -93.2% |
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 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