+90.2%
JEPQ vs DXCM
-15.6%
+105.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.1% | -6.5% | +7.5% | +1.9% |
| 30D | +1.3% | -4.3% | +5.6% | +1.8% |
| 3M | +4.7% | +7.3% | -2.6% | +3.5% |
| 6M | +10.6% | +22.0% | -11.4% | +7.3% |
| YTD | +11.4% | +26.4% | -14.9% | +7.5% |
| 1Y | +19.4% | +7.0% | +12.4% | +17.3% |
| 3Y | +71.7% | -19.6% | +91.3% | +67.1% |
| All | +90.2% | -15.6% | +105.8% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling