+730.0%
XLV vs JBLU
-60.4%
+790.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -5.0% | +1.4% | -3.0% |
| 30D | -1.8% | -23.9% | +22.0% | +1.2% |
| 3M | +7.8% | -11.6% | +19.4% | +8.7% |
| 6M | +9.1% | -0.2% | +9.3% | +7.7% |
| YTD | +7.7% | -3.3% | +11.0% | +6.1% |
| 1Y | +20.4% | -15.4% | +35.8% | +20.0% |
| 3Y | +30.8% | -14.7% | +45.5% | +21.8% |
| 5Y | +34.6% | -70.0% | +104.7% | +39.9% |
| 10Y | +173.4% | -72.9% | +246.2% | +168.6% |
| All | +730.0% | -60.4% | +790.4% | +538.8% |
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