+192.5%
JNJ vs JBLU
-72.4%
+264.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -5.0% | +1.5% | -3.3% |
| 30D | +2.3% | -23.9% | +26.2% | +3.4% |
| 3M | +12.0% | -11.6% | +23.6% | +12.2% |
| 6M | +10.5% | -0.2% | +10.7% | +9.8% |
| YTD | +30.4% | -3.3% | +33.7% | +29.5% |
| 1Y | +52.1% | -15.4% | +67.5% | +51.8% |
| 3Y | +77.8% | -14.7% | +92.5% | +72.2% |
| 5Y | +82.9% | -70.0% | +152.9% | +86.6% |
| All | +192.5% | -72.4% | +264.9% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling