+17,983.8%
ISRG vs ORLY
+18,649.9%
-666.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -2.3% | -5.9% | +3.7% | +0.2% |
| 3M | -12.4% | -0.6% | -11.9% | -12.7% |
| 6M | -26.8% | -6.8% | -20.1% | -25.2% |
| YTD | -35.3% | -3.6% | -31.6% | -35.0% |
| 1Y | -19.3% | -16.3% | -3.0% | -14.4% |
| 3Y | +18.1% | +39.1% | -21.0% | -0.3% |
| 5Y | +2.6% | +125.4% | -122.8% | -30.1% |
| 10Y | +379.4% | +366.5% | +12.9% | +128.9% |
| All | +17,983.8% | +18,649.9% | -666.0% | +2,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling