+31.0%
QCOM vs JEPQ
+86.5%
-55.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | -1.4% |
| 7D | +2.0% | -0.3% | +2.3% | +2.7% |
| 30D | +1.2% | -6.6% | +7.8% | +13.4% |
| 3M | +9.1% | -2.6% | +11.7% | +14.5% |
| 6M | -25.0% | +0.5% | -25.5% | -24.0% |
| YTD | +4.8% | +7.1% | -2.3% | -3.6% |
| 1Y | +3.6% | +8.1% | -4.5% | -6.1% |
| 3Y | +51.5% | +61.2% | -9.7% | -23.2% |
| All | +31.0% | +86.5% | -55.4% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling