+90.1%
OKTA vs ILMN
+127.6%
-37.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | +16.0% | +9.2% | +6.8% | +13.6% |
| 3M | +38.2% | +29.8% | +8.3% | +29.2% |
| 6M | +137.8% | +69.2% | +68.6% | +108.5% |
| YTD | +97.3% | +66.4% | +30.9% | +73.0% |
| 1Y | +90.1% | +123.4% | -33.3% | +56.5% |
| All | +90.1% | +127.6% | -37.5% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling