-21.2%
BSX vs JEPI
+30.1%
-51.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -10.1% | -1.0% | -9.1% | -9.1% |
| 30D | -16.4% | -1.4% | -15.0% | -15.2% |
| 3M | -8.9% | +3.5% | -12.4% | -11.8% |
| 6M | -38.3% | +1.9% | -40.2% | -39.3% |
| YTD | -54.9% | +4.4% | -59.4% | -56.9% |
| 1Y | -58.8% | +7.2% | -66.0% | -61.7% |
| 3Y | -21.2% | +29.8% | -51.0% | -40.2% |
| All | -21.2% | +30.1% | -51.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling