+90.4%
JEPQ vs BAX
-62.2%
+152.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +0.4% |
| 7D | +1.4% | -2.4% | +3.9% | +1.7% |
| 30D | +1.3% | -9.7% | +11.1% | +2.6% |
| 3M | +3.8% | +29.3% | -25.4% | +0.2% |
| 6M | +12.2% | +40.7% | -28.5% | +6.7% |
| YTD | +11.6% | +30.3% | -18.7% | +6.7% |
| 1Y | +19.9% | +3.4% | +16.5% | +18.2% |
| 3Y | +71.9% | -32.0% | +103.9% | +77.5% |
| All | +90.4% | -62.2% | +152.6% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling