+224.4%
MRK vs JBLU
-72.4%
+296.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.5% |
| 7D | -4.3% | -5.0% | +0.7% | -4.0% |
| 30D | +8.3% | -23.9% | +32.2% | +9.6% |
| 3M | +20.0% | -11.6% | +31.7% | +20.4% |
| 6M | +25.7% | -0.2% | +25.9% | +25.1% |
| YTD | +38.7% | -3.3% | +42.0% | +38.1% |
| 1Y | +74.7% | -15.4% | +90.1% | +74.6% |
| 3Y | +45.4% | -14.7% | +60.1% | +40.9% |
| 5Y | +129.0% | -70.0% | +199.1% | +133.9% |
| All | +224.4% | -72.4% | +296.8% | +207.9% |
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 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