+81.0%
BSX vs ORLY
+363.8%
-282.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -10.1% | -2.4% | -7.7% | -9.4% |
| 30D | -16.4% | -6.8% | -9.6% | -14.5% |
| 3M | -8.9% | -4.8% | -4.1% | -7.7% |
| 6M | -38.3% | -9.1% | -29.2% | -36.7% |
| YTD | -54.9% | -5.9% | -49.0% | -54.3% |
| 1Y | -58.8% | -20.4% | -38.4% | -56.0% |
| 3Y | -21.2% | +36.6% | -57.8% | -30.5% |
| 5Y | -3.3% | +117.3% | -120.6% | -28.7% |
| All | +81.0% | +363.8% | -282.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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