+1.3%
JEPQ vs TEVA
+81.2%
-79.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -9.5% | +0.7% | -10.3% | -9.6% |
| 30D | -12.3% | +6.8% | -19.1% | -12.8% |
| 3M | -8.5% | +20.3% | -28.8% | -9.9% |
| 6M | -5.0% | +16.5% | -21.5% | -5.6% |
| YTD | +0.1% | +33.9% | -33.7% | -4.1% |
| 1Y | +1.3% | +69.8% | -68.5% | -7.7% |
| All | +1.3% | +81.2% | -79.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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