+19.2%
ISRG vs ORLY
+33.7%
-14.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -2.5% | -2.1% | -0.4% | -2.1% |
| 30D | -10.2% | -7.6% | -2.5% | -8.7% |
| 3M | -12.5% | -5.5% | -7.0% | -11.7% |
| 6M | -25.8% | -9.7% | -16.1% | -24.6% |
| YTD | -36.4% | -6.2% | -30.1% | -35.8% |
| 1Y | -19.9% | -18.6% | -1.2% | -17.0% |
| All | +19.2% | +33.7% | -14.5% | +13.1% |
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