+675.2%
OKTA vs ILMN
+27.9%
+647.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | -4.6% | -6.0% | +1.4% | -1.7% |
| 30D | -19.7% | -23.0% | +3.3% | -10.0% |
| 3M | +21.2% | +10.4% | +10.8% | +14.0% |
| 6M | +123.1% | +49.4% | +73.7% | +81.4% |
| YTD | +110.8% | +62.3% | +48.4% | +62.5% |
| 1Y | +113.0% | +73.7% | +39.3% | +58.7% |
| 3Y | +168.9% | +122.5% | +46.4% | +60.3% |
| 5Y | -28.7% | -43.2% | +14.5% | -14.8% |
| All | +675.2% | +27.9% | +647.3% | +587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling