+82.8%
JEPQ vs ILMN
-27.2%
+110.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -0.3% | -6.0% | +5.7% | +0.6% |
| 30D | -6.6% | -23.0% | +16.5% | -3.4% |
| 3M | -2.6% | +10.4% | -13.0% | -4.5% |
| 6M | +0.5% | +49.4% | -48.9% | -6.0% |
| YTD | +7.1% | +62.3% | -55.2% | -1.5% |
| 1Y | +8.1% | +73.7% | -65.6% | -1.6% |
| 3Y | +61.2% | +122.5% | -61.4% | +35.1% |
| All | +82.8% | -27.2% | +110.0% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling