+70.5%
JEPQ vs DXCM
-19.0%
+89.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.3% |
| 7D | +1.4% | -6.2% | +7.7% | +1.9% |
| 30D | +1.3% | -0.3% | +1.6% | +1.3% |
| 3M | +3.8% | +10.3% | -6.5% | +2.9% |
| 6M | +12.2% | +24.1% | -12.0% | +9.9% |
| YTD | +11.6% | +27.4% | -15.8% | +9.0% |
| 1Y | +19.9% | +8.4% | +11.5% | +18.4% |
| All | +70.5% | -19.0% | +89.5% | +67.6% |
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