+149.0%
QCOM vs JEPI
+95.7%
+53.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.8% |
| 7D | +3.3% | -0.3% | +3.7% | +3.9% |
| 30D | +7.7% | +0.1% | +7.6% | +7.4% |
| 3M | -30.1% | +4.8% | -34.8% | -35.8% |
| 6M | +22.8% | +1.0% | +21.8% | +20.3% |
| YTD | +0.2% | +5.5% | -5.3% | -9.3% |
| 1Y | +7.9% | +9.2% | -1.4% | -8.1% |
| 3Y | +55.8% | +31.2% | +24.7% | -2.4% |
| 5Y | +30.1% | +41.4% | -11.3% | -26.3% |
| All | +149.0% | +95.7% | +53.3% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling