+627.8%
OKTA vs ILMN
+20.9%
+606.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | +0.4% | -9.2% | +9.6% | +4.8% |
| 30D | +13.8% | +4.4% | +9.5% | +11.0% |
| 3M | +48.9% | +23.9% | +25.0% | +33.6% |
| 6M | +114.9% | +64.5% | +50.4% | +68.4% |
| YTD | +97.9% | +53.5% | +44.4% | +58.2% |
| 1Y | +89.7% | +110.8% | -21.1% | +27.2% |
| 3Y | +95.8% | +30.7% | +65.2% | +55.3% |
| 5Y | -32.6% | -54.8% | +22.2% | -8.6% |
| All | +627.8% | +20.9% | +606.9% | +569.1% |
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