Event Markers in Blue Triangle are annotations that you configure to note significant site changes, outages, sales and promotion periods, or significant content changes. These markers will appear on your trended graphs, and help give context for changes in site speed, revenue, conversion rates, availability, and more. You can turn them on and off by toggling the button in the top left of the page.
For more information on Event Markers, check out this article on How to Create an Event Marker.