+48.8%
PFE vs JBLU
-80.5%
+129.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | +0.3% | +24.9% | -24.6% | -1.4% |
| 3M | +9.4% | -35.2% | +44.5% | +12.0% |
| 6M | +14.9% | -20.0% | +34.9% | +15.6% |
| YTD | +23.8% | -17.4% | +41.2% | +23.4% |
| 1Y | +19.5% | -13.0% | +32.5% | +18.7% |
| 3Y | +21.0% | -5.3% | +26.3% | +14.8% |
| 5Y | -23.9% | -75.2% | +51.3% | -21.4% |
| All | +48.8% | -80.5% | +129.3% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling