+90.2%
JEPQ vs INCY
+62.7%
+27.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | +1.3% | +3.7% | -2.4% | +0.8% |
| 3M | +4.7% | +22.1% | -17.4% | +1.5% |
| 6M | +10.6% | +29.8% | -19.2% | +6.1% |
| YTD | +11.4% | +27.6% | -16.1% | +7.0% |
| 1Y | +19.4% | +47.2% | -27.8% | +11.8% |
| 3Y | +71.7% | +97.0% | -25.3% | +50.8% |
| All | +90.2% | +62.7% | +27.6% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling