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  • ISRG vs ORLY✓SelectedUSD · ORLYISRG vs ORLY performance historyLatest closeAs of-0.85%09/04
Stock and ETF performance explorer

ISRG vs ORLY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,983.8%
ORLY return
+18,649.9%
Excess return
-666.0%
Maximum drawdown
-82.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioORLYExcessAlpha
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