+1,710.4%
NXPI vs JBLU
-30.0%
+1,740.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.7% |
| 7D | -2.3% | -5.6% | +3.3% | -0.6% |
| 30D | -4.3% | -22.3% | +18.0% | +2.9% |
| 3M | -24.7% | -11.0% | -13.7% | -23.1% |
| 6M | +9.7% | -3.1% | +12.8% | +6.8% |
| YTD | +3.8% | -3.7% | +7.5% | -0.2% |
| 1Y | +1.6% | -14.8% | +16.4% | +1.0% |
| 3Y | +16.0% | -15.4% | +31.5% | -1.9% |
| 5Y | +16.1% | -71.4% | +87.5% | +36.7% |
| 10Y | +211.4% | -73.0% | +284.4% | +221.7% |
| All | +1,710.4% | -30.0% | +1,740.5% | +913.8% |
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