-0.2%
JBLU vs VICR
+14.4%
-14.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -10.9% | -1.2% |
| 7D | -5.0% | +5.0% | -9.9% | -5.6% |
| 30D | -23.9% | -12.5% | -11.4% | -22.9% |
| 3M | -11.6% | -33.6% | +22.0% | -9.6% |
| 6M | -0.2% | +10.7% | -10.9% | -19.4% |
| All | -0.2% | +14.4% | -14.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 6mo: compounded portfolio wealth divided by compounded VICR 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…
6mo analysis · Full analysis span regression · 6 months rolling