+3,294.4%
REGN vs JBLU
-60.4%
+3,354.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -5.0% | -0.6% | -4.8% |
| 30D | -2.0% | -23.9% | +21.9% | +2.5% |
| 3M | +28.0% | -11.6% | +39.6% | +29.7% |
| 6M | +1.2% | -0.2% | +1.4% | -0.6% |
| YTD | +1.6% | -3.3% | +4.9% | -0.4% |
| 1Y | +38.2% | -15.4% | +53.6% | +37.5% |
| 3Y | -5.4% | -14.7% | +9.4% | -15.2% |
| 5Y | +21.3% | -70.0% | +91.3% | +27.4% |
| 10Y | +105.2% | -72.9% | +178.1% | +89.9% |
| All | +3,294.4% | -60.4% | +3,354.8% | +2,030.9% |
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