+90.2%
JEPQ vs GSK
+28.7%
+61.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.1% | -3.6% | +4.7% | +1.4% |
| 30D | +1.3% | -5.9% | +7.2% | +1.8% |
| 3M | +4.7% | -4.3% | +8.9% | +4.9% |
| 6M | +10.6% | -10.8% | +21.4% | +11.7% |
| YTD | +11.4% | +1.8% | +9.6% | +10.8% |
| 1Y | +19.4% | +23.5% | -4.1% | +15.9% |
| 3Y | +71.7% | +49.5% | +22.2% | +59.9% |
| All | +90.2% | +28.7% | +61.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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