+608.2%
OKTA vs NVS
+189.0%
+419.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -2.4% | -14.3% | +11.9% | +2.7% |
| 30D | +13.0% | -10.0% | +23.0% | +16.2% |
| 3M | +41.7% | -10.9% | +52.6% | +45.7% |
| 6M | +105.9% | -12.0% | +117.9% | +111.6% |
| YTD | +92.6% | +2.5% | +90.0% | +83.0% |
| 1Y | +81.1% | +10.7% | +70.4% | +65.2% |
| 3Y | +84.8% | +53.3% | +31.5% | +38.8% |
| 5Y | -34.4% | +93.6% | -128.0% | -58.7% |
| All | +608.2% | +189.0% | +419.2% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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