+38.2%
REGN vs OKTA
+83.4%
-45.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.6% |
| 7D | -5.6% | -2.4% | -3.2% | -5.7% |
| 30D | -2.0% | +13.0% | -15.0% | -1.4% |
| 3M | +28.0% | +41.7% | -13.7% | +29.8% |
| 6M | +1.2% | +105.9% | -104.8% | +3.8% |
| YTD | +1.6% | +92.6% | -90.9% | +5.9% |
| 1Y | +38.2% | +81.1% | -42.8% | +45.2% |
| All | +38.2% | +83.4% | -45.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling