-28.1%
ZBH vs RY
+140.8%
-168.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -2.8% | +3.1% | -5.9% | -4.2% |
| 30D | -0.1% | -0.3% | +0.2% | 0.0% |
| 3M | +13.4% | +8.7% | +4.8% | +8.6% |
| 6M | +3.0% | +28.5% | -25.6% | -9.3% |
| YTD | +9.7% | +25.1% | -15.5% | -2.4% |
| 1Y | -5.4% | +46.3% | -51.7% | -22.3% |
| 3Y | -15.6% | +154.9% | -170.5% | -50.0% |
| All | -28.1% | +140.8% | -168.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling