+56.2%
SAP vs JBLU
-70.1%
+126.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -0.3% | -5.6% | +5.3% | +0.4% |
| 30D | +0.3% | -22.3% | +22.6% | +3.2% |
| 3M | +16.9% | -11.0% | +27.9% | +17.9% |
| 6M | +6.3% | -3.1% | +9.4% | +5.3% |
| YTD | -12.4% | -3.7% | -8.7% | -13.7% |
| 1Y | -21.6% | -14.8% | -6.8% | -21.8% |
| 3Y | +54.8% | -15.4% | +70.2% | +39.8% |
| 5Y | +56.2% | -71.4% | +127.5% | +72.0% |
| All | +56.2% | -70.1% | +126.3% | +72.0% |
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