+29.5%
VRTX vs OKTA
+88.5%
-59.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.2% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -2.8% | +13.8% | -16.7% | -3.4% |
| 3M | +18.1% | +48.9% | -30.8% | +15.9% |
| 6M | +3.1% | +114.9% | -111.9% | -2.1% |
| YTD | +13.5% | +97.9% | -84.4% | +11.5% |
| All | +29.5% | +88.5% | -59.0% | +28.0% |
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