-21.2%
BSX vs ORLY
+34.2%
-55.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -10.1% | -2.4% | -7.7% | -9.6% |
| 30D | -16.4% | -6.8% | -9.6% | -15.1% |
| 3M | -8.9% | -4.8% | -4.1% | -8.1% |
| 6M | -38.3% | -9.1% | -29.2% | -37.3% |
| YTD | -54.9% | -5.9% | -49.0% | -54.5% |
| 1Y | -58.8% | -20.4% | -38.4% | -57.2% |
| 3Y | -21.2% | +36.6% | -57.8% | -24.2% |
| All | -21.2% | +34.2% | -55.4% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling