+90.5%
JEPQ vs DXCM
-11.5%
+102.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +0.7% | -3.2% | +3.9% | +1.1% |
| 30D | +2.0% | +6.3% | -4.4% | +1.2% |
| 3M | +2.0% | +21.1% | -19.1% | -0.7% |
| 6M | +10.4% | +20.6% | -10.2% | +7.3% |
| YTD | +11.6% | +32.4% | -20.8% | +7.1% |
| 1Y | +20.7% | +8.8% | +11.9% | +18.4% |
| 3Y | +70.8% | -13.7% | +84.6% | +64.3% |
| All | +90.5% | -11.5% | +102.0% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling