+90.4%
JEPQ vs ILMN
-27.8%
+118.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.4% |
| 7D | +1.4% | +1.9% | -0.5% | +1.2% |
| 30D | +1.3% | +12.3% | -11.0% | -0.4% |
| 3M | +3.8% | +33.5% | -29.7% | -0.6% |
| 6M | +12.2% | +69.4% | -57.2% | +3.4% |
| YTD | +11.6% | +60.9% | -49.4% | +3.3% |
| 1Y | +19.9% | +115.0% | -95.1% | +5.4% |
| 3Y | +71.9% | +37.0% | +34.9% | +58.5% |
| All | +90.4% | -27.8% | +118.3% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling