+832.2%
SAP vs JBLU
-58.4%
+890.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.9% | -3.5% | +0.6% | -2.3% |
| 30D | +9.0% | -27.2% | +36.2% | +14.7% |
| 3M | +14.9% | -4.3% | +19.3% | +14.9% |
| 6M | +11.9% | -8.3% | +20.2% | +11.1% |
| YTD | -9.9% | +1.8% | -11.7% | -12.7% |
| 1Y | -19.5% | -9.0% | -10.5% | -20.9% |
| 3Y | +61.8% | -21.9% | +83.7% | +48.1% |
| 5Y | +56.2% | -69.0% | +125.2% | +65.4% |
| 10Y | +180.6% | -70.8% | +251.4% | +174.5% |
| All | +832.2% | -58.4% | +890.5% | +529.0% |
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 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