+57.7%
AMGN vs JEPQ
+70.7%
-13.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -8.8% | +0.8% | -9.6% | -9.0% |
| 3M | +7.2% | +4.0% | +3.2% | +5.5% |
| 6M | +1.3% | +10.4% | -9.1% | -2.7% |
| YTD | +17.6% | +11.4% | +6.2% | +12.5% |
| 1Y | +37.2% | +18.9% | +18.3% | +27.9% |
| 3Y | +57.7% | +70.3% | -12.5% | +18.2% |
| All | +57.7% | +70.7% | -13.0% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling