+94.2%
JEPI vs TEVA
+209.6%
-115.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 6M | +1.9% | +21.7% | -19.8% | +0.1% |
| YTD | +4.4% | +18.8% | -14.4% | +2.7% |
| 1Y | +7.2% | +86.5% | -79.3% | +1.5% |
| 3Y | +29.8% | +269.4% | -239.7% | +14.6% |
| 5Y | +41.7% | +303.6% | -261.9% | +22.5% |
| All | +94.2% | +209.6% | -115.4% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling