+147.0%
ISRG vs JEPI
+101.5%
+45.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.8% |
| 7D | -6.8% | -0.1% | -6.6% | -6.7% |
| 30D | +5.1% | +2.8% | +2.3% | 0.0% |
| 3M | +12.0% | +2.6% | +9.4% | +7.0% |
| 6M | +7.0% | +8.4% | -1.3% | -6.7% |
| YTD | -20.6% | +8.6% | -29.2% | -31.2% |
| 1Y | -21.4% | +10.4% | -31.8% | -33.9% |
| 3Y | +62.0% | +37.1% | +24.9% | -8.1% |
| 5Y | +28.1% | +45.5% | -17.4% | -32.2% |
| All | +147.0% | +101.5% | +45.5% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling