+37.2%
AMGN vs JEPQ
+19.0%
+18.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -8.8% | +0.8% | -9.6% | -8.9% |
| 3M | +7.2% | +4.0% | +3.2% | +5.9% |
| 6M | +1.3% | +10.4% | -9.1% | -2.9% |
| YTD | +17.6% | +11.4% | +6.2% | +11.9% |
| 1Y | +37.2% | +18.9% | +18.3% | +24.8% |
| All | +37.2% | +19.0% | +18.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling