+103.4%
AMGN vs JEPI
+41.5%
+61.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -2.0% |
| 7D | -13.7% | -1.0% | -12.7% | -12.8% |
| 30D | -8.8% | -1.4% | -7.4% | -7.5% |
| 3M | +7.2% | +3.5% | +3.7% | +4.0% |
| 6M | +1.3% | +1.9% | -0.7% | -0.3% |
| YTD | +17.6% | +4.4% | +13.2% | +13.6% |
| 1Y | +37.2% | +7.2% | +30.0% | +29.6% |
| 3Y | +57.7% | +29.8% | +28.0% | +27.8% |
| All | +103.4% | +41.5% | +61.9% | +53.5% |
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