+46.3%
ISRG vs JEPQ
+92.4%
-46.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +3.0% |
| 7D | -2.5% | -0.7% | -1.9% | -1.8% |
| 30D | -10.2% | +0.6% | -10.7% | -10.8% |
| 3M | -12.5% | +5.8% | -18.3% | -18.8% |
| 6M | -25.8% | +9.7% | -35.5% | -34.3% |
| YTD | -36.4% | +10.5% | -46.9% | -44.2% |
| 1Y | -19.9% | +18.4% | -38.3% | -35.8% |
| 3Y | +20.9% | +70.3% | -49.4% | -39.2% |
| All | +46.3% | +92.4% | -46.1% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling