+48.4%
QCOM vs JEPQ
+60.7%
-12.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -0.9% |
| 7D | +4.3% | +3.4% | +0.9% | -1.5% |
| 30D | -0.1% | -5.6% | +5.5% | +10.7% |
| 3M | +5.2% | -4.2% | +9.4% | +13.8% |
| 6M | -18.4% | -0.2% | -18.2% | -16.3% |
| YTD | +2.4% | +6.7% | -4.3% | -5.4% |
| 1Y | +0.9% | +9.5% | -8.6% | -10.6% |
| 3Y | +48.4% | +60.5% | -12.1% | -29.4% |
| All | +48.4% | +60.7% | -12.3% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling