+36.6%
ORLY vs BDX
-10.0%
+46.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -6.8% | -2.5% | -4.2% | -6.4% |
| 3M | -4.8% | +21.4% | -26.2% | -7.8% |
| 6M | -9.1% | +10.4% | -19.5% | -11.0% |
| YTD | -5.9% | +18.8% | -24.7% | -8.8% |
| 1Y | -20.4% | +21.7% | -42.1% | -23.2% |
| 3Y | +36.6% | -10.0% | +46.5% | +40.2% |
| All | +36.6% | -10.0% | +46.6% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling