+24.3%
BMY vs OKTA
-34.5%
+58.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.2% |
| 7D | -4.8% | -2.4% | -2.4% | -4.7% |
| 30D | -0.1% | +13.0% | -13.1% | -0.2% |
| 3M | +13.1% | +41.7% | -28.6% | +12.8% |
| 6M | +8.4% | +105.9% | -97.5% | +7.5% |
| YTD | +22.0% | +92.6% | -70.6% | +21.1% |
| 1Y | +40.3% | +81.1% | -40.8% | +39.3% |
| 3Y | +20.5% | +84.8% | -64.3% | +19.3% |
| All | +24.3% | -34.5% | +58.7% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling