+8.4%
JEPQ vs BDX
+54.0%
-45.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.6% | +1.0% |
| 7D | -4.9% | +7.2% | -12.1% | -4.8% |
| 30D | -6.7% | +15.8% | -22.5% | -6.4% |
| 3M | -3.0% | +23.7% | -26.7% | -2.7% |
| 6M | +1.4% | +44.8% | -43.5% | +1.2% |
| YTD | +6.5% | +39.8% | -33.3% | +7.5% |
| 1Y | +8.4% | +52.3% | -43.9% | +9.0% |
| All | +8.4% | +54.0% | -45.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling