+627.8%
OKTA vs INCY
-11.6%
+639.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.3% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | +13.8% | +1.8% | +12.0% | +13.0% |
| 3M | +48.9% | +17.0% | +31.9% | +40.6% |
| 6M | +114.9% | +28.4% | +86.5% | +95.5% |
| YTD | +97.9% | +24.8% | +73.1% | +81.1% |
| 1Y | +89.7% | +42.9% | +46.7% | +64.3% |
| 3Y | +95.8% | +92.7% | +3.1% | +46.3% |
| 5Y | -32.6% | +73.3% | -106.0% | -47.7% |
| All | +627.8% | -11.6% | +639.4% | +510.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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