+91.8%
OKTA vs ILMN
+37.1%
+54.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | +0.7% | +1.9% | -1.2% | +0.1% |
| 30D | +13.0% | +12.3% | +0.7% | +9.1% |
| 3M | +43.4% | +33.5% | +9.9% | +31.5% |
| 6M | +107.6% | +69.4% | +38.3% | +77.8% |
| YTD | +93.8% | +60.9% | +32.9% | +67.3% |
| 1Y | +80.8% | +115.0% | -34.1% | +42.1% |
| 3Y | +91.8% | +37.0% | +54.8% | +63.6% |
| All | +91.8% | +37.1% | +54.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling