+40.6%
REGN vs JEPI
+93.8%
-53.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.2% |
| 7D | -5.6% | -1.0% | -4.6% | -4.6% |
| 30D | -2.0% | -1.4% | -0.5% | -0.4% |
| 3M | +28.0% | +3.5% | +24.4% | +23.4% |
| 6M | +1.2% | +1.9% | -0.8% | -0.7% |
| YTD | +1.6% | +4.4% | -2.8% | -2.7% |
| 1Y | +38.2% | +7.2% | +31.0% | +28.7% |
| 3Y | -5.4% | +29.8% | -35.1% | -27.8% |
| 5Y | +21.3% | +41.7% | -20.5% | -16.0% |
| All | +40.6% | +93.8% | -53.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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