+608.2%
OKTA vs NBIX
+288.1%
+320.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +13.0% | -0.2% | +13.2% | +12.9% |
| 3M | +41.7% | -4.0% | +45.7% | +42.6% |
| 6M | +105.9% | +20.6% | +85.3% | +91.6% |
| YTD | +92.6% | +10.1% | +82.4% | +83.7% |
| 1Y | +81.1% | +8.8% | +72.3% | +72.6% |
| 3Y | +84.8% | +42.5% | +42.4% | +51.8% |
| 5Y | -34.4% | +61.5% | -95.9% | -49.7% |
| All | +608.2% | +288.1% | +320.1% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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