+1,479.1%
SNPS vs JBLU
-58.4%
+1,537.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | -11.0% | -3.5% | -7.5% | -10.5% |
| 30D | -1.7% | -27.2% | +25.5% | +3.0% |
| 3M | -20.4% | -4.3% | -16.0% | -20.4% |
| 6M | -8.6% | -8.3% | -0.3% | -9.1% |
| YTD | -16.2% | +1.8% | -17.9% | -18.5% |
| 1Y | -34.6% | -9.0% | -25.5% | -35.4% |
| 3Y | -14.5% | -21.9% | +7.5% | -20.5% |
| 5Y | +17.0% | -69.0% | +86.0% | +24.1% |
| 10Y | +560.0% | -70.8% | +630.8% | +549.8% |
| All | +1,479.1% | -58.4% | +1,537.5% | +1,093.9% |
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