+90.2%
JEPQ vs INSM
+470.1%
-379.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -0.2% | +2.5% | -2.6% | -0.3% |
| 30D | +0.8% | -2.2% | +2.9% | +0.8% |
| 3M | +4.0% | +33.8% | -29.8% | +2.4% |
| 6M | +10.4% | -7.2% | +17.6% | +10.2% |
| YTD | +11.4% | -25.6% | +37.1% | +12.2% |
| 1Y | +18.9% | -11.2% | +30.1% | +18.6% |
| 3Y | +70.3% | +388.3% | -318.1% | +57.4% |
| All | +90.2% | +470.1% | -379.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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