-37.5%
BSX vs JEPI
+2.3%
-39.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.6% |
| 7D | -7.0% | -1.1% | -5.9% | -5.8% |
| 30D | -10.9% | -1.3% | -9.6% | -9.5% |
| 3M | -8.2% | +3.3% | -11.5% | -10.4% |
| 6M | -37.5% | +1.0% | -38.5% | -38.6% |
| All | -37.5% | +2.3% | -39.8% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling