-21.2%
BSX vs JEPQ
+70.7%
-91.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -10.1% | -0.2% | -9.9% | -10.0% |
| 30D | -16.4% | +0.8% | -17.2% | -16.7% |
| 3M | -8.9% | +4.0% | -12.8% | -10.9% |
| 6M | -38.3% | +10.4% | -48.7% | -41.9% |
| YTD | -54.9% | +11.4% | -66.4% | -57.8% |
| 1Y | -58.8% | +18.9% | -77.7% | -63.1% |
| 3Y | -21.2% | +70.3% | -91.5% | -43.2% |
| All | -21.2% | +70.7% | -91.9% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling