+360.2%
VICR vs BAM
+89.3%
+270.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +5.1% |
| 7D | +5.7% | -2.9% | +8.5% | +8.2% |
| 30D | -35.2% | +14.7% | -49.9% | -42.0% |
| 3M | -20.3% | -4.1% | -16.2% | -19.0% |
| 6M | -46.3% | +9.6% | -55.9% | -51.4% |
| YTD | +53.4% | +3.4% | +50.0% | +43.4% |
| 1Y | +81.6% | +1.0% | +80.5% | +73.0% |
| All | +360.2% | +89.3% | +270.9% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling