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  • ZTS vs RY✓SelectedUSD · RYZTS vs RY performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+174.6%
RY return
+450.5%
Excess return
-275.9%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.6%-0.7%+0.1%-0.3%
7D-2.0%+3.1%-5.1%-3.5%
30D+1.9%-0.3%+2.2%+1.9%
3M-4.0%+8.7%-12.7%-8.4%
6M-39.1%+28.5%-67.7%-46.7%
YTD-38.8%+25.1%-63.9%-45.7%
1Y-49.6%+46.3%-95.9%-58.8%
3Y-59.0%+154.9%-213.9%-75.1%
5Y-61.8%+140.3%-202.1%-76.2%
10Y+61.4%+377.0%-315.6%-28.1%
All+174.6%+450.5%-275.9%+15.7%

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