-19.3%
UNH vs JEPQ
+94.0%
-113.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -4.5% | -0.2% | -4.4% | -4.5% |
| 30D | -6.5% | +0.8% | -7.3% | -6.7% |
| 3M | -6.0% | +4.0% | -10.0% | -7.2% |
| 6M | +33.7% | +10.4% | +23.3% | +29.5% |
| YTD | +16.4% | +11.4% | +5.0% | +12.4% |
| 1Y | +10.1% | +18.9% | -8.8% | +4.3% |
| 3Y | -16.3% | +70.3% | -86.6% | -30.6% |
| All | -19.3% | +94.0% | -113.3% | -36.5% |
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 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