+93.8%
JEPI vs BIIB
-32.0%
+125.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -1.1% | -5.4% | +4.2% | -0.7% |
| 30D | -1.3% | +1.7% | -3.0% | -1.4% |
| 3M | +3.3% | +5.8% | -2.5% | +2.7% |
| 6M | +1.0% | +11.9% | -10.9% | -0.2% |
| YTD | +4.2% | +19.7% | -15.5% | +2.4% |
| 1Y | +7.9% | +46.7% | -38.8% | +4.2% |
| 3Y | +30.0% | -18.6% | +48.7% | +29.9% |
| 5Y | +40.9% | -29.8% | +70.7% | +39.8% |
| All | +93.8% | -32.0% | +125.7% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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