+107.3%
REGN vs OKTA
+601.1%
-493.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.2% |
| 7D | -5.6% | -2.4% | -3.2% | -5.3% |
| 30D | -2.0% | +13.0% | -15.0% | -3.7% |
| 3M | +28.0% | +41.7% | -13.7% | +22.4% |
| 6M | +1.2% | +105.9% | -104.8% | -8.5% |
| YTD | +1.6% | +92.6% | -90.9% | -7.6% |
| 1Y | +38.2% | +81.1% | -42.8% | +26.4% |
| 3Y | -5.4% | +84.8% | -90.2% | -16.0% |
| 5Y | +21.3% | -34.4% | +55.7% | +21.0% |
| All | +107.3% | +601.1% | -493.8% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling