+16.8%
NXPI vs JBLU
-71.4%
+88.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.7% | -4.8% | +5.4% | +1.9% |
| 30D | -4.2% | -24.4% | +20.2% | +2.7% |
| 3M | -20.4% | -4.8% | -15.7% | -20.4% |
| 6M | +12.5% | -0.5% | +13.0% | +9.1% |
| YTD | +5.2% | -3.5% | +8.7% | +1.6% |
| 1Y | +5.1% | -13.6% | +18.7% | +4.2% |
| 3Y | +17.7% | -15.3% | +32.9% | -0.8% |
| 5Y | +16.8% | -70.1% | +86.9% | +43.3% |
| All | +16.8% | -71.4% | +88.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling