+84.2%
JNJ vs JEPI
+41.5%
+42.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -3.5% | -1.0% | -2.5% | -3.0% |
| 30D | +2.3% | -1.4% | +3.7% | +3.1% |
| 3M | +12.0% | +3.5% | +8.4% | +9.9% |
| 6M | +10.5% | +1.9% | +8.5% | +9.3% |
| YTD | +30.4% | +4.4% | +26.0% | +27.3% |
| 1Y | +52.1% | +7.2% | +44.9% | +46.4% |
| 3Y | +77.8% | +29.8% | +48.0% | +51.6% |
| All | +84.2% | +41.5% | +42.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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