-52.9%
NVO vs JBLU
-15.7%
-37.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -7.6% | -5.0% | -2.6% | -7.2% |
| 30D | -6.0% | -23.9% | +17.9% | -4.2% |
| 3M | -0.8% | -11.6% | +10.9% | -0.3% |
| 6M | +16.5% | -0.2% | +16.7% | +15.7% |
| YTD | -11.1% | -3.3% | -7.8% | -11.9% |
| 1Y | -16.7% | -15.4% | -1.3% | -16.9% |
| 3Y | -52.9% | -14.7% | -38.2% | -50.0% |
| All | -52.9% | -15.7% | -37.2% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling