+70.3%
JEPQ vs INCY
+89.7%
-19.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -0.2% | -4.2% | +4.0% | +0.2% |
| 30D | +0.8% | +0.6% | +0.2% | +0.7% |
| 3M | +4.0% | +12.6% | -8.7% | +2.7% |
| 6M | +10.4% | +28.3% | -17.9% | +7.4% |
| YTD | +11.4% | +23.0% | -11.5% | +8.8% |
| 1Y | +18.9% | +41.0% | -22.1% | +14.4% |
| 3Y | +70.3% | +88.6% | -18.3% | +54.2% |
| All | +70.3% | +89.7% | -19.4% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 3y: compounded portfolio wealth divided by compounded INCY 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…
3y analysis · Full analysis span regression · 6 months rolling