+3.5%
ISRG vs ORLY
+117.6%
-114.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -10.2% | -6.7% | -3.5% | -8.1% |
| 3M | -17.2% | -3.8% | -13.4% | -16.4% |
| 6M | -28.4% | -9.0% | -19.4% | -26.5% |
| YTD | -37.6% | -5.6% | -32.0% | -37.0% |
| 1Y | -24.4% | -19.5% | -5.0% | -19.4% |
| 3Y | +18.4% | +34.7% | -16.3% | +1.4% |
| All | +3.5% | +117.6% | -114.1% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling