+68.0%
BMY vs OKTA
+627.3%
-559.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | -4.8% | +5.9% | -10.7% | -5.1% |
| 30D | -0.7% | +14.6% | -15.2% | -1.5% |
| 3M | +15.3% | +44.0% | -28.7% | +13.0% |
| 6M | +8.5% | +116.7% | -108.2% | +3.5% |
| YTD | +23.4% | +99.8% | -76.3% | +18.1% |
| 1Y | +42.9% | +84.1% | -41.1% | +37.2% |
| 3Y | +22.0% | +97.7% | -75.7% | +15.0% |
| 5Y | +24.3% | -35.2% | +59.5% | +26.3% |
| All | +68.0% | +627.3% | -559.3% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling