+725.1%
JNJ vs JBLU
-60.5%
+785.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.3% | -4.8% | +0.4% | -4.0% |
| 30D | +3.0% | -24.4% | +27.5% | +5.1% |
| 3M | +12.2% | -4.8% | +17.0% | +12.1% |
| 6M | +10.5% | -0.5% | +10.9% | +9.4% |
| YTD | +30.8% | -3.5% | +34.3% | +29.3% |
| 1Y | +54.9% | -13.6% | +68.5% | +54.1% |
| 3Y | +80.7% | -15.3% | +95.9% | +71.8% |
| 5Y | +83.4% | -70.1% | +153.5% | +87.8% |
| 10Y | +195.7% | -72.9% | +268.6% | +189.6% |
| All | +725.1% | -60.5% | +785.6% | +536.5% |
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 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