+60.5%
JEPQ vs DXCM
-13.9%
+74.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | +3.4% | +4.9% | -1.5% | +3.0% |
| 30D | -5.6% | -0.2% | -5.4% | -5.6% |
| 3M | -4.2% | -8.9% | +4.8% | -3.5% |
| 6M | -0.2% | +42.3% | -42.5% | -3.5% |
| YTD | +6.7% | +25.6% | -18.8% | +4.3% |
| 1Y | +9.5% | +39.5% | -30.1% | +6.0% |
| 3Y | +60.5% | -15.3% | +75.8% | +57.2% |
| All | +60.5% | -13.9% | +74.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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