+17.4%
ISRG vs JEPQ
+71.9%
-54.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.2% | +1.4% | -6.6% | -6.6% |
| 30D | -7.6% | +1.3% | -8.9% | -8.8% |
| 3M | -16.4% | +3.8% | -20.2% | -20.1% |
| 6M | -28.6% | +12.2% | -40.7% | -37.8% |
| YTD | -38.2% | +11.6% | -49.7% | -45.8% |
| 1Y | -25.5% | +19.9% | -45.4% | -40.2% |
| 3Y | +17.4% | +71.9% | -54.5% | -41.1% |
| All | +17.4% | +71.9% | -54.5% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling