+29.2%
QCOM vs JEPQ
+94.2%
-65.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | +1.4% | +3.6% | +2.7% |
| 30D | +4.3% | +1.3% | +2.9% | +2.1% |
| 3M | -19.6% | +3.8% | -23.5% | -23.6% |
| 6M | +29.5% | +12.2% | +17.3% | +9.9% |
| YTD | +3.4% | +11.6% | -8.2% | -11.6% |
| 1Y | +10.9% | +19.9% | -9.0% | -14.9% |
| 3Y | +74.8% | +71.9% | +2.9% | -20.3% |
| All | +29.2% | +94.2% | -65.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling