+906.3%
XBI vs JBLU
-62.0%
+968.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | -5.0% | +0.3% | -3.6% |
| 30D | -2.0% | -23.9% | +21.9% | +3.5% |
| 3M | +17.8% | -11.6% | +29.4% | +19.5% |
| 6M | +23.7% | -0.2% | +23.9% | +21.1% |
| YTD | +28.2% | -3.3% | +31.5% | +24.9% |
| 1Y | +64.0% | -15.4% | +79.4% | +63.4% |
| 3Y | +99.4% | -14.7% | +114.1% | +76.5% |
| 5Y | +19.3% | -70.0% | +89.4% | +30.6% |
| 10Y | +158.7% | -72.9% | +231.6% | +161.3% |
| All | +906.3% | -62.0% | +968.3% | +649.1% |
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