+284.4%
ZBH vs RY
+3,166.1%
-2,881.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 6M | +3.0% | +28.5% | -25.6% | -8.5% |
| YTD | +9.7% | +25.1% | -15.5% | -1.5% |
| 1Y | -5.4% | +46.3% | -51.7% | -21.0% |
| 3Y | -15.6% | +154.9% | -170.5% | -46.0% |
| 5Y | -28.1% | +140.3% | -168.4% | -52.9% |
| 10Y | -15.2% | +377.0% | -392.3% | -58.8% |
| All | +284.4% | +3,166.1% | -2,881.6% | +4.2% |
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