-15.5%
ZBH vs RY
+372.5%
-388.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +1.1% |
| 7D | -4.9% | -0.5% | -4.4% | -4.6% |
| 30D | -3.2% | -1.9% | -1.4% | -2.2% |
| 3M | +5.8% | +5.1% | +0.7% | +2.1% |
| 6M | +2.0% | +28.2% | -26.2% | -13.3% |
| YTD | +5.8% | +22.9% | -17.1% | -7.9% |
| 1Y | -7.9% | +45.5% | -53.4% | -28.2% |
| 3Y | -19.4% | +156.7% | -176.1% | -57.9% |
| 5Y | -29.5% | +137.7% | -167.2% | -61.6% |
| 10Y | -15.5% | +375.5% | -391.1% | -71.8% |
| All | -15.5% | +372.5% | -388.1% | -71.8% |
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