+57.7%
AZN vs JEPI
+41.5%
+16.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | -1.6% | -1.0% | -0.6% | -0.7% |
| 30D | +1.1% | -1.4% | +2.5% | +2.3% |
| 3M | -12.1% | +3.5% | -15.7% | -14.7% |
| 6M | -17.1% | +1.9% | -19.1% | -18.5% |
| YTD | -12.0% | +4.4% | -16.4% | -15.0% |
| 1Y | -0.2% | +7.2% | -7.4% | -5.6% |
| 3Y | +26.8% | +29.8% | -3.0% | +1.9% |
| All | +57.7% | +41.5% | +16.2% | +18.7% |
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