+90.2%
JEPQ vs ILMN
-29.9%
+120.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.3% |
| 7D | +1.1% | -3.9% | +4.9% | +1.6% |
| 30D | +1.3% | +6.9% | -5.6% | +0.2% |
| 3M | +4.7% | +28.1% | -23.4% | +0.7% |
| 6M | +10.6% | +65.0% | -54.3% | +2.4% |
| YTD | +11.4% | +56.3% | -44.9% | +3.6% |
| 1Y | +19.4% | +108.7% | -89.3% | +5.4% |
| 3Y | +71.7% | +33.1% | +38.6% | +58.9% |
| All | +90.2% | -29.9% | +120.1% | +98.0% |
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