+364.7%
JCI vs JBLU
-60.5%
+425.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.4% | -4.8% | +5.2% | +1.4% |
| 30D | -7.7% | -24.4% | +16.7% | -2.2% |
| 3M | +2.8% | -4.8% | +7.5% | +2.6% |
| 6M | +7.2% | -0.5% | +7.7% | +4.5% |
| YTD | +20.0% | -3.5% | +23.5% | +16.3% |
| 1Y | +33.3% | -13.6% | +46.8% | +31.6% |
| 3Y | +161.3% | -15.3% | +176.6% | +129.9% |
| 5Y | +108.8% | -70.1% | +178.9% | +126.5% |
| 10Y | +334.6% | -72.9% | +407.5% | +340.0% |
| All | +364.7% | -60.5% | +425.2% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling