+68.9%
JEPQ vs BIIB
-17.2%
+86.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -0.7% | -4.0% | +3.4% | -0.3% |
| 30D | +0.6% | +5.7% | -5.1% | 0.0% |
| 3M | +5.8% | +10.9% | -5.1% | +4.5% |
| 6M | +9.7% | +14.3% | -4.7% | +7.7% |
| YTD | +10.5% | +22.4% | -11.9% | +7.5% |
| 1Y | +18.4% | +51.1% | -32.7% | +11.8% |
| All | +68.9% | -17.2% | +86.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 3y: compounded portfolio wealth divided by compounded BIIB 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…
3y analysis · Full analysis span regression · 6 months rolling