-0.1%
BMY vs JEPQ
+94.0%
-94.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -0.1% | +0.8% | -0.9% | -0.2% |
| 3M | +13.1% | +4.0% | +9.1% | +12.3% |
| 6M | +8.4% | +10.4% | -2.0% | +6.4% |
| YTD | +22.0% | +11.4% | +10.5% | +19.5% |
| 1Y | +40.3% | +18.9% | +21.4% | +35.9% |
| 3Y | +20.5% | +70.3% | -49.8% | +7.4% |
| All | -0.1% | +94.0% | -94.1% | -14.8% |
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 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