+84.1%
JEPQ vs ILMN
-28.4%
+112.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +5.7% | +0.7% | +5.0% | +5.6% |
| 30D | -5.9% | -22.7% | +16.8% | -2.8% |
| 3M | -2.5% | +8.6% | -11.1% | -4.2% |
| 6M | +1.3% | +43.8% | -42.6% | -4.7% |
| YTD | +7.8% | +59.8% | -51.9% | -0.6% |
| 1Y | +8.8% | +71.8% | -63.0% | -0.9% |
| 3Y | +62.3% | +119.0% | -56.7% | +36.3% |
| All | +84.1% | -28.4% | +112.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling