+80.1%
ISRG vs JEPQ
+85.8%
-5.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +2.0% |
| 7D | -2.0% | +3.4% | -5.4% | -5.6% |
| 30D | +5.6% | -5.6% | +11.2% | +11.8% |
| 3M | +10.5% | -4.2% | +14.7% | +14.9% |
| 6M | +2.6% | -0.2% | +2.8% | +0.8% |
| YTD | -21.7% | +6.7% | -28.4% | -29.2% |
| 1Y | -21.6% | +9.5% | -31.0% | -31.4% |
| 3Y | +57.0% | +60.5% | -3.5% | -16.0% |
| All | +80.1% | +85.8% | -5.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling