+74.8%
BSX vs OKTA
+620.5%
-545.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -8.2% | +0.4% | -8.6% | -8.2% |
| 30D | -15.8% | +13.8% | -29.6% | -17.6% |
| 3M | -10.8% | +48.9% | -59.7% | -16.1% |
| 6M | -38.4% | +114.9% | -153.3% | -45.6% |
| YTD | -54.8% | +97.9% | -152.7% | -59.8% |
| 1Y | -59.0% | +89.7% | -148.7% | -63.4% |
| 3Y | -20.0% | +95.8% | -115.8% | -30.9% |
| 5Y | -3.1% | -32.6% | +29.6% | -4.9% |
| All | +74.8% | +620.5% | -545.6% | +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 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