+356.4%
VRTX vs OKTA
+605.7%
-249.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +6.6% | +13.0% | -6.4% | +4.4% |
| 3M | +19.4% | +43.4% | -24.0% | +13.0% |
| 6M | +15.8% | +107.6% | -91.8% | +2.8% |
| YTD | +16.7% | +93.8% | -77.2% | +4.2% |
| 1Y | +33.8% | +80.8% | -47.0% | +20.6% |
| 3Y | +54.2% | +91.8% | -37.6% | +33.7% |
| 5Y | +176.4% | -36.4% | +212.8% | +176.8% |
| All | +356.4% | +605.7% | -249.2% | +161.4% |
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