-5.3%
SYK vs JEPQ
+1.9%
-7.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.6% | -2.0% |
| 7D | +7.5% | -9.5% | +17.0% | +6.1% |
| 30D | +20.4% | -12.3% | +32.8% | +18.2% |
| 3M | -0.3% | -8.5% | +8.2% | -1.3% |
| 6M | +14.2% | -5.0% | +19.2% | +12.4% |
| YTD | -3.8% | +0.1% | -4.0% | -6.9% |
| 1Y | -5.3% | +1.3% | -6.6% | -8.5% |
| All | -5.3% | +1.9% | -7.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling