+114.4%
JCI vs JBLU
-70.3%
+184.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.7% | -5.0% | +5.7% | +1.5% |
| 30D | -4.4% | -23.9% | +19.4% | -0.6% |
| 3M | +1.7% | -11.6% | +13.3% | +2.7% |
| 6M | +8.8% | -0.2% | +9.0% | +6.7% |
| YTD | +22.6% | -3.3% | +25.9% | +19.8% |
| 1Y | +36.2% | -15.4% | +51.6% | +35.4% |
| 3Y | +168.0% | -14.7% | +182.7% | +140.0% |
| All | +114.4% | -70.3% | +184.6% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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