+608.2%
OKTA vs VEEV
+413.6%
+194.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.1% |
| 7D | -2.4% | -4.6% | +2.2% | +0.9% |
| 30D | +13.0% | +8.6% | +4.4% | +7.7% |
| 3M | +41.7% | +62.4% | -20.7% | -0.1% |
| 6M | +105.9% | +40.3% | +65.7% | +63.1% |
| YTD | +92.6% | +17.5% | +75.0% | +71.9% |
| 1Y | +81.1% | -6.1% | +87.2% | +87.2% |
| 3Y | +84.8% | +16.7% | +68.2% | +50.0% |
| 5Y | -34.4% | -13.3% | -21.1% | -33.6% |
| All | +608.2% | +413.6% | +194.6% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 10y: compounded portfolio wealth divided by compounded VEEV 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…
10y analysis · Full analysis span regression · 6 months rolling