+167.6%
SYK vs JBLU
-72.5%
+240.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | -4.8% | -7.6% | -11.6% |
| 30D | -22.4% | -24.4% | +2.0% | -18.9% |
| 3M | -12.3% | -4.8% | -7.6% | -12.2% |
| 6M | -24.3% | -0.5% | -23.9% | -25.7% |
| YTD | -22.8% | -3.5% | -19.2% | -24.4% |
| 1Y | -28.8% | -13.6% | -15.2% | -29.3% |
| 3Y | -4.0% | -15.3% | +11.3% | -15.0% |
| 5Y | +3.8% | -70.1% | +73.9% | +13.8% |
| All | +167.6% | -72.5% | +240.0% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling