+29.8%
JEPI vs NBIX
+43.8%
-14.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +3.5% | -4.0% | +7.5% | +3.7% |
| 6M | +1.9% | +20.6% | -18.7% | -0.3% |
| YTD | +4.4% | +10.1% | -5.7% | +3.0% |
| 1Y | +7.2% | +8.8% | -1.6% | +5.7% |
| 3Y | +29.8% | +42.5% | -12.7% | +21.6% |
| All | +29.8% | +43.8% | -14.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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