+36.2%
QCOM vs JEPI
+41.6%
-5.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +4.3% |
| 7D | +5.1% | -0.2% | +5.3% | +5.4% |
| 30D | +4.3% | -0.6% | +4.9% | +5.3% |
| 3M | -19.6% | +4.8% | -24.4% | -26.4% |
| 6M | +29.5% | +2.1% | +27.4% | +24.1% |
| YTD | +3.4% | +4.8% | -1.5% | -5.5% |
| 1Y | +10.9% | +8.4% | +2.5% | -4.5% |
| 3Y | +74.8% | +30.8% | +44.0% | +9.3% |
| 5Y | +36.2% | +41.0% | -4.8% | -22.8% |
| All | +36.2% | +41.6% | -5.4% | -22.8% |
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