+8.4%
JEPQ vs NVS
+37.6%
-29.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.8% |
| 7D | -4.9% | +5.7% | -10.6% | -5.0% |
| 30D | -6.7% | +17.1% | -23.7% | -7.0% |
| 3M | -3.0% | +7.6% | -10.7% | -3.2% |
| 6M | +1.4% | +14.1% | -12.7% | -0.2% |
| YTD | +6.5% | +23.3% | -16.8% | +3.4% |
| 1Y | +8.4% | +36.0% | -27.6% | +2.7% |
| All | +8.4% | +37.6% | -29.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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