+90.2%
JEPQ vs REGN
+19.3%
+70.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -0.2% | -5.6% | +5.4% | +0.6% |
| 30D | +0.8% | -2.0% | +2.7% | +1.0% |
| 3M | +4.0% | +28.0% | -24.0% | +0.5% |
| 6M | +10.4% | +1.2% | +9.2% | +10.0% |
| YTD | +11.4% | +1.6% | +9.8% | +10.9% |
| 1Y | +18.9% | +38.2% | -19.3% | +12.6% |
| 3Y | +70.3% | -5.4% | +75.6% | +70.0% |
| All | +90.2% | +19.3% | +70.9% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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