+321.8%
ZBH vs RY
+3,059.1%
-2,737.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +10.6% | -0.6% | +11.2% | +11.0% |
| 30D | +20.4% | +6.1% | +14.3% | +17.4% |
| 3M | +10.0% | -3.4% | +13.4% | +11.8% |
| 6M | +31.0% | +12.8% | +18.3% | +23.8% |
| YTD | +20.3% | +21.0% | -0.7% | +9.8% |
| 1Y | +22.2% | +40.5% | -18.2% | +4.2% |
| 3Y | +4.7% | +159.9% | -155.2% | -33.5% |
| 5Y | -13.7% | +125.0% | -138.7% | -41.7% |
| 10Y | +19.3% | +350.6% | -331.3% | -40.6% |
| All | +321.8% | +3,059.1% | -2,737.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling