+19.8%
SNPS vs JBLU
-70.3%
+90.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.9% | -5.0% | +5.9% | +1.7% |
| 30D | -3.6% | -23.9% | +20.3% | +0.3% |
| 3M | -12.9% | -11.6% | -1.3% | -11.8% |
| 6M | -8.2% | -0.2% | -8.0% | -9.9% |
| YTD | -15.4% | -3.3% | -12.1% | -17.3% |
| 1Y | -9.3% | -15.4% | +6.1% | -9.7% |
| 3Y | -14.0% | -14.7% | +0.8% | -24.4% |
| All | +19.8% | -70.3% | +90.1% | +41.4% |
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