+83.6%
AMGN vs JEPQ
+94.0%
-10.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 6M | +1.3% | +10.4% | -9.1% | -2.4% |
| YTD | +17.6% | +11.4% | +6.2% | +13.0% |
| 1Y | +37.2% | +18.9% | +18.3% | +28.8% |
| 3Y | +57.7% | +70.3% | -12.5% | +29.5% |
| All | +83.6% | +94.0% | -10.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling