+90.2%
JEPQ vs ALNY
+73.0%
+17.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.2% | -6.5% | +6.4% | +0.4% |
| 30D | +0.8% | +11.0% | -10.3% | -0.1% |
| 3M | +4.0% | -14.1% | +18.0% | +4.5% |
| 6M | +10.4% | -22.4% | +32.8% | +11.9% |
| YTD | +11.4% | -37.5% | +48.9% | +15.2% |
| 1Y | +18.9% | -46.9% | +65.8% | +24.8% |
| 3Y | +70.3% | +22.1% | +48.2% | +62.6% |
| All | +90.2% | +73.0% | +17.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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