+23.5%
BSX vs JEPI
+93.8%
-70.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.1% |
| 7D | -10.1% | -1.0% | -9.1% | -9.0% |
| 30D | -16.4% | -1.4% | -15.0% | -15.0% |
| 3M | -8.9% | +3.5% | -12.4% | -12.3% |
| 6M | -38.3% | +1.9% | -40.2% | -39.6% |
| YTD | -54.9% | +4.4% | -59.4% | -57.3% |
| 1Y | -58.8% | +7.2% | -66.0% | -62.2% |
| 3Y | -21.2% | +29.8% | -51.0% | -42.8% |
| 5Y | -3.3% | +41.7% | -45.1% | -37.1% |
| All | +23.5% | +93.8% | -70.2% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling