+84.6%
MRK vs JBLU
-12.5%
+97.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.9% | -8.0% | +2.9% |
| 7D | +6.7% | +24.9% | -18.2% | +4.5% |
| 30D | +7.8% | -12.3% | +20.1% | +8.7% |
| 3M | +18.2% | -44.5% | +62.6% | +24.1% |
| 6M | +34.7% | -25.7% | +60.4% | +36.3% |
| YTD | +45.8% | -21.8% | +67.6% | +46.1% |
| 1Y | +84.6% | -12.7% | +97.3% | +80.1% |
| All | +84.6% | -12.5% | +97.1% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling