+252.8%
ABBV vs JEPI
+93.8%
+159.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | +0.3% | -1.0% | +1.3% | +1.1% |
| 30D | +3.4% | -1.4% | +4.8% | +4.7% |
| 3M | +15.2% | +3.5% | +11.7% | +11.7% |
| 6M | +14.7% | +1.9% | +12.7% | +12.8% |
| YTD | +15.2% | +4.4% | +10.8% | +10.9% |
| 1Y | +20.4% | +7.2% | +13.2% | +13.3% |
| 3Y | +91.3% | +29.8% | +61.6% | +53.2% |
| 5Y | +189.6% | +41.7% | +147.8% | +112.9% |
| All | +252.8% | +93.8% | +159.0% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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