+90.2%
JEPQ vs VRTX
+91.4%
-1.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -5.6% | +5.5% | +0.8% |
| 30D | +0.8% | -2.0% | +2.7% | +1.0% |
| 3M | +4.0% | +15.8% | -11.9% | +1.1% |
| 6M | +10.4% | +4.7% | +5.7% | +9.2% |
| YTD | +11.4% | +13.7% | -2.3% | +8.4% |
| 1Y | +18.9% | +29.7% | -10.8% | +12.7% |
| 3Y | +70.3% | +48.4% | +21.8% | +50.9% |
| All | +90.2% | +91.4% | -1.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling