-37.5%
BSX vs JEPQ
+13.0%
-50.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | -7.0% | +1.1% | -8.1% | -6.9% |
| 30D | -10.9% | +1.3% | -12.2% | -10.7% |
| 3M | -8.2% | +4.7% | -12.9% | -8.6% |
| 6M | -37.5% | +10.6% | -48.1% | -39.8% |
| All | -37.5% | +13.0% | -50.5% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling