+388.3%
INSM vs OKTA
+90.2%
+298.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.8% |
| 7D | +2.5% | -2.4% | +4.9% | +2.6% |
| 30D | -2.2% | +13.0% | -15.2% | -2.9% |
| 3M | +33.8% | +41.7% | -7.9% | +30.4% |
| 6M | -7.2% | +105.9% | -113.1% | -12.6% |
| YTD | -25.6% | +92.6% | -118.2% | -29.6% |
| 1Y | -11.2% | +81.1% | -92.3% | -15.3% |
| 3Y | +388.3% | +84.8% | +303.5% | +322.2% |
| All | +388.3% | +90.2% | +298.1% | +322.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling