+35.0%
QCOM vs JEPQ
+94.0%
-59.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.6% |
| 7D | +7.8% | -0.2% | +8.0% | +8.1% |
| 30D | +12.2% | +0.8% | +11.4% | +10.8% |
| 3M | -9.9% | +4.0% | -13.8% | -14.8% |
| 6M | +36.9% | +10.4% | +26.5% | +19.1% |
| YTD | +8.0% | +11.4% | -3.4% | -7.4% |
| 1Y | +15.0% | +18.9% | -3.9% | -10.6% |
| 3Y | +75.8% | +70.3% | +5.5% | -18.7% |
| All | +35.0% | +94.0% | -59.0% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling