-55.4%
BSX vs OKTA
+90.9%
-146.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | +2.6% | -0.6% | +2.1% |
| 30D | +0.1% | +16.0% | -15.9% | +0.7% |
| 3M | -2.1% | +38.2% | -40.3% | -1.7% |
| 6M | -33.8% | +137.8% | -171.6% | -33.6% |
| YTD | -49.9% | +97.3% | -147.2% | -49.7% |
| 1Y | -55.4% | +90.1% | -145.6% | -55.5% |
| All | -55.4% | +90.9% | -146.3% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling