+480.1%
ABBV vs OKTA
+601.1%
-120.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | +0.3% | -2.4% | +2.7% | +0.4% |
| 30D | +3.4% | +13.0% | -9.7% | +2.4% |
| 3M | +15.2% | +41.7% | -26.5% | +12.5% |
| 6M | +14.7% | +105.9% | -91.3% | +8.7% |
| YTD | +15.2% | +92.6% | -77.4% | +9.5% |
| 1Y | +20.4% | +81.1% | -60.7% | +14.8% |
| 3Y | +91.3% | +84.8% | +6.5% | +79.5% |
| 5Y | +189.6% | -34.4% | +224.0% | +193.1% |
| All | +480.1% | +601.1% | -120.9% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 10y: compounded portfolio wealth divided by compounded OKTA 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…
10y analysis · Full analysis span regression · 6 months rolling