-17.4%
ZBH vs RY
+122.0%
-139.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +11.7% | -0.9% | +12.6% | +12.4% |
| 30D | +19.3% | +5.9% | +13.5% | +16.4% |
| 3M | +8.9% | -4.3% | +13.2% | +11.3% |
| 6M | +28.2% | +12.1% | +16.0% | +20.9% |
| YTD | +18.4% | +20.3% | -1.9% | +7.6% |
| 1Y | +20.6% | +41.0% | -20.4% | +1.1% |
| 3Y | -0.6% | +157.5% | -158.1% | -41.6% |
| All | -17.4% | +122.0% | -139.4% | -47.1% |
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 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