-65.3%
JBLU vs SWK
+274.4%
-339.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | -27.2% | -5.7% | -21.5% | -24.1% |
| 3M | -4.3% | +24.1% | -28.4% | -17.0% |
| 6M | -8.3% | +24.7% | -33.0% | -21.0% |
| YTD | +1.8% | +33.9% | -32.2% | -16.3% |
| 1Y | -9.0% | +34.7% | -43.7% | -25.9% |
| 3Y | -21.9% | +15.3% | -37.2% | -30.8% |
| 5Y | -69.0% | -39.3% | -29.7% | -60.0% |
| 10Y | -70.8% | +2.5% | -73.3% | -75.2% |
| All | -65.3% | +274.4% | -339.6% | -90.8% |
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