+160.5%
QCOM vs JEPI
+101.5%
+59.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | 0.0% |
| 7D | +2.0% | -0.1% | +2.1% | +2.6% |
| 30D | +1.2% | +2.8% | -1.6% | -3.2% |
| 3M | +9.1% | +2.6% | +6.5% | +4.8% |
| 6M | -25.0% | +8.4% | -33.3% | -34.8% |
| YTD | +4.8% | +8.6% | -3.8% | -9.4% |
| 1Y | +3.6% | +10.4% | -6.8% | -13.0% |
| 3Y | +51.5% | +37.1% | +14.4% | -11.9% |
| 5Y | +19.7% | +45.5% | -25.8% | -35.2% |
| All | +160.5% | +101.5% | +59.0% | -18.6% |
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