+177.1%
VRTX vs JEPI
+40.2%
+136.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -6.4% | -1.1% | -5.3% | -5.3% |
| 30D | -0.5% | -1.3% | +0.7% | +0.8% |
| 3M | +16.9% | +3.3% | +13.6% | +13.2% |
| 6M | +13.1% | +1.0% | +12.1% | +12.1% |
| YTD | +14.9% | +4.2% | +10.7% | +10.6% |
| 1Y | +31.4% | +7.9% | +23.5% | +22.3% |
| 3Y | +51.9% | +30.0% | +21.9% | +17.4% |
| 5Y | +177.1% | +40.9% | +136.1% | +98.9% |
| All | +177.1% | +40.2% | +136.8% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling