+79.3%
JEPQ vs ILMN
-26.5%
+105.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -1.4% | -9.8% | +8.4% | +0.1% |
| 30D | -8.6% | -22.7% | +14.1% | -5.6% |
| 3M | -4.5% | +12.1% | -16.6% | -6.6% |
| 6M | -1.3% | +51.5% | -52.8% | -7.8% |
| YTD | +5.0% | +63.9% | -58.8% | -3.5% |
| 1Y | +5.9% | +76.6% | -70.7% | -3.9% |
| 3Y | +58.0% | +124.6% | -66.6% | +32.3% |
| All | +79.3% | -26.5% | +105.8% | +84.4% |
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