+31.4%
QCOM vs JEPQ
+87.7%
-56.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | +13.0% | +5.7% | +7.3% | +3.4% |
| 30D | +0.2% | -5.9% | +6.1% | +11.0% |
| 3M | +9.2% | -2.5% | +11.7% | +14.5% |
| 6M | -15.0% | +1.3% | -16.3% | -14.9% |
| YTD | +5.2% | +7.8% | -2.7% | -4.3% |
| 1Y | +2.4% | +8.8% | -6.4% | -8.1% |
| 3Y | +52.0% | +62.3% | -10.3% | -23.8% |
| All | +31.4% | +87.7% | -56.3% | -44.5% |
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