+70.3%
JEPQ vs MRNA
+34.8%
+35.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.7% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | +0.8% | +126.1% | -125.3% | -2.4% |
| 3M | +4.0% | +190.0% | -186.1% | -1.6% |
| 6M | +10.4% | +157.2% | -146.8% | +5.1% |
| YTD | +11.4% | +388.2% | -376.8% | +0.9% |
| 1Y | +18.9% | +467.0% | -448.1% | +6.0% |
| 3Y | +70.3% | +36.1% | +34.2% | +60.3% |
| All | +70.3% | +34.8% | +35.5% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling