+89.8%
ABBV vs OKTA
+95.5%
-5.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +2.0% | +13.8% | -11.9% | +2.3% |
| 3M | +14.2% | +48.9% | -34.7% | +14.7% |
| 6M | +14.1% | +114.9% | -100.9% | +14.4% |
| YTD | +14.2% | +97.9% | -83.6% | +14.8% |
| 1Y | +24.2% | +89.7% | -65.5% | +24.9% |
| All | +89.8% | +95.5% | -5.7% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling