-33.3%
OKTA vs BBIO
+42.7%
-76.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | +13.0% | -13.6% | +26.6% | +15.6% |
| 3M | +41.7% | +7.2% | +34.5% | +39.8% |
| 6M | +105.9% | +1.5% | +104.5% | +104.2% |
| YTD | +92.6% | -5.3% | +97.8% | +91.9% |
| 1Y | +81.1% | +37.7% | +43.3% | +68.8% |
| 3Y | +84.8% | +153.9% | -69.1% | +49.8% |
| All | -33.3% | +42.7% | -76.0% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 5y: compounded portfolio wealth divided by compounded BBIO 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…
5y analysis · Full analysis span regression · 6 months rolling