-67.0%
JBLU vs TEVA
+247.6%
-314.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.4% |
| 7D | -5.0% | +2.0% | -7.0% | -5.6% |
| 30D | -23.9% | +1.0% | -24.8% | -24.1% |
| 3M | -11.6% | +7.3% | -19.0% | -14.3% |
| 6M | -0.2% | +21.7% | -22.0% | -7.0% |
| YTD | -3.3% | +18.8% | -22.1% | -9.3% |
| 1Y | -15.4% | +86.5% | -101.9% | -32.1% |
| 3Y | -14.7% | +269.4% | -284.2% | -47.1% |
| 5Y | -70.0% | +303.6% | -373.6% | -82.6% |
| 10Y | -72.9% | -22.9% | -49.9% | -76.0% |
| All | -67.0% | +247.6% | -314.6% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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