-19.9%
ISRG vs JEPQ
+18.0%
-37.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | -2.5% | -0.7% | -1.9% | -2.2% |
| 30D | -10.2% | +0.6% | -10.7% | -10.5% |
| 3M | -12.5% | +5.8% | -18.3% | -16.0% |
| 6M | -25.8% | +9.7% | -35.5% | -31.3% |
| YTD | -36.4% | +10.5% | -46.9% | -41.3% |
| 1Y | -19.9% | +18.4% | -38.3% | -29.3% |
| All | -19.9% | +18.0% | -37.9% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling