+5,902.8%
JNJ vs ORLY
+52,521.5%
-46,618.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.3% | -2.1% | -2.2% | -4.1% |
| 30D | +3.0% | -7.6% | +10.7% | +4.1% |
| 3M | +12.2% | -5.5% | +17.7% | +13.0% |
| 6M | +10.5% | -9.7% | +20.2% | +11.8% |
| YTD | +30.8% | -6.2% | +37.0% | +31.6% |
| 1Y | +54.9% | -18.6% | +73.6% | +58.8% |
| 3Y | +80.7% | +33.8% | +46.8% | +73.1% |
| 5Y | +83.4% | +116.5% | -33.1% | +64.2% |
| 10Y | +195.7% | +361.0% | -165.4% | +137.6% |
| All | +5,902.8% | +52,521.5% | -46,618.8% | +3,646.9% |
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