+88.7%
JEPQ vs RPRX
+53.1%
+35.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -0.7% | -8.0% | +7.4% | +0.7% |
| 30D | +0.6% | +2.1% | -1.5% | +0.1% |
| 3M | +5.8% | +8.2% | -2.4% | +4.1% |
| 6M | +9.7% | +28.9% | -19.2% | +4.2% |
| YTD | +10.5% | +54.1% | -43.6% | +1.4% |
| 1Y | +18.4% | +65.5% | -47.1% | +6.9% |
| 3Y | +70.3% | +117.3% | -47.0% | +44.6% |
| All | +88.7% | +53.1% | +35.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling