+74.4%
BSX vs OKTA
+601.1%
-526.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | -10.1% | -2.4% | -7.7% | -9.8% |
| 30D | -16.4% | +13.0% | -29.4% | -18.2% |
| 3M | -8.9% | +41.7% | -50.6% | -13.7% |
| 6M | -38.3% | +105.9% | -144.2% | -45.2% |
| YTD | -54.9% | +92.6% | -147.5% | -59.8% |
| 1Y | -58.8% | +81.1% | -139.9% | -63.0% |
| 3Y | -21.2% | +84.8% | -106.1% | -31.4% |
| 5Y | -3.3% | -34.4% | +31.1% | -4.9% |
| All | +74.4% | +601.1% | -526.7% | +3.6% |
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