+91.5%
OKTA vs ILMN
+109.0%
-17.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +5.9% | +3.8% |
| 7D | +5.9% | -3.9% | +9.7% | +6.9% |
| 30D | +14.6% | +6.9% | +7.7% | +12.7% |
| 3M | +44.0% | +28.1% | +15.9% | +35.2% |
| 6M | +116.7% | +65.0% | +51.8% | +92.3% |
| YTD | +99.8% | +56.3% | +43.5% | +78.3% |
| All | +91.5% | +109.0% | -17.5% | +60.3% |
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