+16.3%
ZBH vs RY
+360.9%
-344.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.4% |
| 7D | +11.7% | -0.9% | +12.6% | +12.6% |
| 30D | +19.3% | +5.9% | +13.5% | +15.5% |
| 3M | +8.9% | -4.3% | +13.2% | +12.0% |
| 6M | +28.2% | +12.1% | +16.0% | +18.9% |
| YTD | +18.4% | +20.3% | -1.9% | +4.7% |
| 1Y | +20.6% | +41.0% | -20.4% | -3.8% |
| 3Y | -0.6% | +157.5% | -158.1% | -48.1% |
| 5Y | -19.7% | +123.2% | -142.9% | -54.3% |
| All | +16.3% | +360.9% | -344.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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