+90.2%
JEPQ vs FIVN
-73.4%
+163.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.2% |
| 7D | +1.1% | -9.6% | +10.7% | +2.3% |
| 30D | +1.3% | -11.9% | +13.2% | +2.7% |
| 3M | +4.7% | +40.1% | -35.4% | -0.5% |
| 6M | +10.6% | +68.3% | -57.7% | +1.4% |
| YTD | +11.4% | +51.5% | -40.0% | +3.1% |
| 1Y | +19.4% | +15.1% | +4.3% | +14.8% |
| 3Y | +71.7% | -55.6% | +127.3% | +82.0% |
| All | +90.2% | -73.4% | +163.6% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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