+102.8%
ISRG vs JEPI
+93.8%
+9.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.2% |
| 7D | +0.7% | -1.0% | +1.7% | +2.5% |
| 30D | -8.0% | -1.4% | -6.6% | -5.6% |
| 3M | -10.6% | +3.5% | -14.1% | -15.5% |
| 6M | -25.1% | +1.9% | -27.0% | -27.2% |
| YTD | -34.8% | +4.4% | -39.3% | -39.4% |
| 1Y | -19.0% | +7.2% | -26.2% | -28.1% |
| 3Y | +22.1% | +29.8% | -7.7% | -23.3% |
| 5Y | +8.2% | +41.7% | -33.5% | -40.0% |
| All | +102.8% | +93.8% | +9.1% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling