-67.0%
JBLU vs ZBH
+230.3%
-297.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -5.0% | -4.7% | -0.3% | -2.5% |
| 30D | -23.9% | -4.5% | -19.4% | -22.0% |
| 3M | -11.6% | +7.6% | -19.2% | -15.5% |
| 6M | -0.2% | +0.3% | -0.5% | -1.7% |
| YTD | -3.3% | +4.5% | -7.8% | -7.0% |
| 1Y | -15.4% | -9.4% | -6.0% | -13.2% |
| 3Y | -14.7% | -21.5% | +6.8% | -8.0% |
| 5Y | -70.0% | -28.4% | -41.6% | -66.0% |
| 10Y | -72.9% | -16.5% | -56.3% | -72.5% |
| All | -67.0% | +230.3% | -297.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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