+627.8%
OKTA vs BMRN
-24.6%
+652.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.6% |
| 7D | +0.4% | -1.4% | +1.8% | +0.9% |
| 30D | +13.8% | -5.8% | +19.6% | +16.3% |
| 3M | +48.9% | +16.6% | +32.3% | +39.2% |
| 6M | +114.9% | +7.6% | +107.3% | +107.2% |
| YTD | +97.9% | +10.2% | +87.7% | +88.4% |
| 1Y | +89.7% | +20.2% | +69.5% | +72.6% |
| 3Y | +95.8% | -27.4% | +123.2% | +110.6% |
| 5Y | -32.6% | -16.0% | -16.6% | -32.6% |
| All | +627.8% | -24.6% | +652.5% | +586.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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