-8.2%
NVO vs JEPQ
+8.1%
-16.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.0% | +4.6% |
| 7D | +10.2% | -4.9% | +15.1% | +12.5% |
| 30D | +12.4% | -6.7% | +19.0% | +15.9% |
| 3M | -3.5% | -3.0% | -0.5% | -2.8% |
| 6M | -3.8% | +1.4% | -5.1% | -9.0% |
| YTD | -13.0% | +6.5% | -19.4% | -21.3% |
| 1Y | -8.2% | +8.4% | -16.6% | -17.7% |
| All | -8.2% | +8.1% | -16.3% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling