+0.5%
BSX vs JEPQ
+94.0%
-93.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 3M | -8.9% | +4.0% | -12.8% | -11.3% |
| 6M | -38.3% | +10.4% | -48.7% | -42.3% |
| YTD | -54.9% | +11.4% | -66.4% | -58.1% |
| 1Y | -58.8% | +18.9% | -77.7% | -63.4% |
| 3Y | -21.2% | +70.3% | -91.5% | -45.5% |
| All | +0.5% | +94.0% | -93.5% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling