+589.4%
NEM vs JBLU
-60.6%
+650.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.4% |
| 7D | +3.1% | -5.6% | +8.7% | +3.4% |
| 30D | +10.0% | -22.3% | +32.3% | +11.4% |
| 3M | +30.9% | -11.0% | +41.9% | +31.4% |
| 6M | +10.5% | -3.1% | +13.6% | +10.2% |
| YTD | +29.7% | -3.7% | +33.5% | +29.2% |
| 1Y | +71.1% | -14.8% | +85.9% | +71.2% |
| 3Y | +252.1% | -15.4% | +267.5% | +244.6% |
| 5Y | +157.7% | -71.4% | +229.1% | +160.9% |
| 10Y | +319.4% | -73.0% | +392.4% | +312.9% |
| All | +589.4% | -60.6% | +650.0% | +540.3% |
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