+187.2%
ABBV vs JEPI
+39.8%
+147.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | -2.0% | -2.0% | 0.0% | -0.3% |
| 30D | +2.0% | -2.0% | +4.0% | +3.7% |
| 3M | +14.2% | +3.8% | +10.4% | +10.8% |
| 6M | +14.1% | +0.8% | +13.2% | +13.4% |
| YTD | +14.2% | +3.7% | +10.5% | +10.9% |
| 1Y | +24.2% | +7.1% | +17.1% | +17.5% |
| 3Y | +89.8% | +29.4% | +60.4% | +55.8% |
| 5Y | +187.2% | +40.8% | +146.4% | +120.5% |
| All | +187.2% | +39.8% | +147.3% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling