+207.0%
AMGN vs OKTA
+601.1%
-394.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.2% |
| 7D | -13.7% | -2.4% | -11.3% | -13.5% |
| 30D | -8.8% | +13.0% | -21.8% | -9.8% |
| 3M | +7.2% | +41.7% | -34.5% | +4.2% |
| 6M | +1.3% | +105.9% | -104.7% | -5.1% |
| YTD | +17.6% | +92.6% | -74.9% | +10.7% |
| 1Y | +37.2% | +81.1% | -43.9% | +29.5% |
| 3Y | +57.7% | +84.8% | -27.1% | +46.3% |
| 5Y | +106.3% | -34.4% | +140.7% | +108.0% |
| All | +207.0% | +601.1% | -394.0% | +130.9% |
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