+4,425.8%
NVO vs JBLU
-60.4%
+4,486.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -7.6% | -5.0% | -2.6% | -7.1% |
| 30D | -6.0% | -23.9% | +17.9% | -3.7% |
| 3M | -0.8% | -11.6% | +10.9% | -0.1% |
| 6M | +16.5% | -0.2% | +16.7% | +15.4% |
| YTD | -11.1% | -3.3% | -7.8% | -12.1% |
| 1Y | -16.7% | -15.4% | -1.3% | -16.8% |
| 3Y | -52.9% | -14.7% | -38.2% | -55.1% |
| 5Y | -3.0% | -70.0% | +67.1% | +0.2% |
| 10Y | +147.1% | -72.9% | +219.9% | +143.5% |
| All | +4,425.8% | -60.4% | +4,486.3% | +3,533.4% |
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