+118.3%
OKTA vs ILMN
+72.2%
+46.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +8.4% | -2.9% | +11.3% | +9.6% |
| 30D | -13.7% | -23.8% | +10.1% | -5.4% |
| 3M | +18.0% | +7.5% | +10.6% | +17.2% |
| 6M | +133.8% | +42.8% | +91.1% | +113.9% |
| YTD | +111.5% | +57.8% | +53.7% | +85.9% |
| 1Y | +118.3% | +72.6% | +45.7% | +86.7% |
| All | +118.3% | +72.2% | +46.1% | +86.7% |
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