-70.7%
JBLU vs YUM
+19.0%
-89.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.8% |
| 7D | -5.0% | -6.1% | +1.1% | -0.5% |
| 30D | -23.9% | -5.8% | -18.0% | -20.6% |
| 3M | -11.6% | -7.6% | -4.0% | -7.2% |
| 6M | -0.2% | -9.1% | +8.9% | +6.4% |
| YTD | -3.3% | -5.5% | +2.2% | 0.0% |
| 1Y | -15.4% | -3.7% | -11.7% | -14.3% |
| 3Y | -14.7% | +17.8% | -32.5% | -29.5% |
| All | -70.7% | +19.0% | -89.7% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 5y: compounded portfolio wealth divided by compounded YUM 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…
5y analysis · Full analysis span regression · 6 months rolling