+595.3%
MRK vs JBLU
-60.4%
+655.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -4.3% | -5.0% | +0.7% | -3.8% |
| 30D | +8.3% | -23.9% | +32.2% | +11.1% |
| 3M | +20.0% | -11.6% | +31.7% | +20.8% |
| 6M | +25.7% | -0.2% | +25.9% | +24.3% |
| YTD | +38.7% | -3.3% | +42.0% | +37.1% |
| 1Y | +74.7% | -15.4% | +90.1% | +74.4% |
| 3Y | +45.4% | -14.7% | +60.1% | +36.4% |
| 5Y | +129.0% | -70.0% | +199.1% | +136.1% |
| 10Y | +228.0% | -72.9% | +300.9% | +219.5% |
| All | +595.3% | -60.4% | +655.8% | +413.7% |
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