+8.4%
JEPQ vs MRNA
+945.0%
-936.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.1% | -12.2% | +0.8% |
| 7D | -4.9% | +20.6% | -25.6% | -5.1% |
| 30D | -6.7% | +27.1% | -33.8% | -6.9% |
| 3M | -3.0% | +353.4% | -356.4% | -5.3% |
| 6M | +1.4% | +446.3% | -444.9% | -3.2% |
| YTD | +6.5% | +776.2% | -769.7% | -1.7% |
| 1Y | +8.4% | +987.9% | -979.5% | -3.0% |
| All | +8.4% | +945.0% | -936.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 1y: compounded portfolio wealth divided by compounded MRNA 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…
1y analysis · Full analysis span regression · 6 months rolling