+90.4%
AMGN vs JEPQ
+94.0%
-3.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -11.6% | +1.1% | -12.7% | -11.9% |
| 30D | -5.7% | +1.3% | -7.0% | -6.1% |
| 3M | +14.2% | +4.7% | +9.5% | +12.3% |
| 6M | +5.2% | +10.6% | -5.4% | +1.4% |
| YTD | +22.0% | +11.4% | +10.6% | +17.2% |
| 1Y | +43.6% | +19.4% | +24.2% | +34.7% |
| 3Y | +65.0% | +71.7% | -6.7% | +35.2% |
| All | +90.4% | +94.0% | -3.6% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling