-58.8%
BSX vs JEPI
+7.8%
-66.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -10.1% | -1.0% | -9.1% | -9.4% |
| 30D | -16.4% | -1.4% | -15.0% | -15.5% |
| 3M | -8.9% | +3.5% | -12.4% | -10.4% |
| 6M | -38.3% | +1.9% | -40.2% | -39.0% |
| YTD | -54.9% | +4.4% | -59.4% | -56.4% |
| 1Y | -58.8% | +7.2% | -66.0% | -61.1% |
| All | -58.8% | +7.8% | -66.6% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling