+361.0%
ORLY vs BDX
+59.3%
+301.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | -6.8% | -2.5% | -4.2% | -6.1% |
| 3M | -4.8% | +21.4% | -26.2% | -10.3% |
| 6M | -9.1% | +10.4% | -19.5% | -12.0% |
| YTD | -5.9% | +18.8% | -24.7% | -11.1% |
| 1Y | -20.4% | +21.7% | -42.1% | -25.5% |
| 3Y | +36.6% | -10.0% | +46.5% | +38.5% |
| 5Y | +117.3% | -1.8% | +119.1% | +110.2% |
| All | +361.0% | +59.3% | +301.7% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling