-7.9%
ZBH vs RY
+45.1%
-53.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.2% | -1.9% | -1.4% | -2.8% |
| 3M | +5.8% | +5.1% | +0.7% | +3.5% |
| 6M | +2.0% | +28.2% | -26.2% | -6.8% |
| YTD | +5.8% | +22.9% | -17.1% | -2.8% |
| 1Y | -7.9% | +45.5% | -53.4% | -25.6% |
| All | -7.9% | +45.1% | -53.1% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling