+90.5%
JEPQ vs VRTX
+102.8%
-12.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +2.0% | +12.6% | -10.7% | -0.1% |
| 3M | +2.0% | +23.6% | -21.6% | -1.8% |
| 6M | +10.4% | +14.3% | -3.9% | +7.6% |
| YTD | +11.6% | +20.5% | -8.9% | +7.5% |
| 1Y | +20.7% | +37.6% | -16.9% | +13.3% |
| 3Y | +70.8% | +55.5% | +15.3% | +50.5% |
| All | +90.5% | +102.8% | -12.3% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling