+68.2%
JNJ vs JEPQ
+94.0%
-25.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -3.0% | +1.1% | -4.0% | -3.0% |
| 30D | +2.5% | +1.3% | +1.2% | +2.5% |
| 3M | +13.2% | +4.7% | +8.6% | +13.1% |
| 6M | +11.3% | +10.6% | +0.7% | +10.7% |
| YTD | +31.1% | +11.4% | +19.7% | +30.3% |
| 1Y | +54.3% | +19.4% | +34.9% | +52.5% |
| 3Y | +81.1% | +71.7% | +9.4% | +66.4% |
| All | +68.2% | +94.0% | -25.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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