+677.8%
OKTA vs ILMN
+24.4%
+653.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +8.4% | -2.9% | +11.3% | +9.8% |
| 30D | -13.7% | -23.8% | +10.1% | -2.7% |
| 3M | +18.0% | +7.5% | +10.6% | +12.4% |
| 6M | +133.8% | +42.8% | +91.1% | +94.3% |
| YTD | +111.5% | +57.8% | +53.7% | +65.1% |
| 1Y | +118.3% | +72.6% | +45.7% | +63.1% |
| 3Y | +168.0% | +129.3% | +38.7% | +57.0% |
| 5Y | -30.1% | -44.5% | +14.4% | -15.6% |
| All | +677.8% | +24.4% | +653.5% | +598.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling