-19.9%
ISRG vs JEPI
+7.0%
-26.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +3.0% |
| 7D | -2.5% | -2.0% | -0.5% | +1.3% |
| 30D | -10.2% | -2.0% | -8.1% | -6.7% |
| 3M | -12.5% | +3.8% | -16.3% | -16.6% |
| 6M | -25.8% | +0.8% | -26.6% | -26.3% |
| YTD | -36.4% | +3.7% | -40.1% | -39.2% |
| 1Y | -19.9% | +7.1% | -27.0% | -27.9% |
| All | -19.9% | +7.0% | -26.9% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling