+41.8%
JEPI vs TEVA
+300.5%
-258.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -1.0% | +2.0% | -3.0% | -1.2% |
| 30D | -1.4% | +1.0% | -2.4% | -1.5% |
| 3M | +3.5% | +7.3% | -3.8% | +2.8% |
| 6M | +1.9% | +21.7% | -19.8% | -0.1% |
| YTD | +4.4% | +18.8% | -14.4% | +2.5% |
| 1Y | +7.2% | +86.5% | -79.3% | +0.9% |
| 3Y | +29.8% | +269.4% | -239.7% | +12.2% |
| All | +41.8% | +300.5% | -258.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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