+70.3%
JEPQ vs TEVA
+280.8%
-210.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -0.2% | +2.0% | -2.2% | -0.3% |
| 30D | +0.8% | +1.0% | -0.2% | +0.7% |
| 3M | +4.0% | +7.3% | -3.4% | +3.1% |
| 6M | +10.4% | +21.7% | -11.3% | +7.8% |
| YTD | +11.4% | +18.8% | -7.4% | +9.0% |
| 1Y | +18.9% | +86.5% | -67.6% | +10.8% |
| 3Y | +70.3% | +269.4% | -199.1% | +46.4% |
| All | +70.3% | +280.8% | -210.5% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling