+258.7%
VICR vs BAM
+71.9%
+186.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +4.9% |
| 7D | +9.8% | -1.6% | +11.4% | +10.9% |
| 30D | -12.6% | -6.0% | -6.6% | -9.6% |
| 3M | -29.7% | +7.3% | -37.0% | -34.4% |
| 6M | +18.8% | +8.2% | +10.6% | +10.0% |
| YTD | +76.4% | -3.8% | +80.2% | +76.1% |
| 1Y | +282.4% | -10.7% | +293.1% | +302.4% |
| 3Y | +206.2% | +55.3% | +150.8% | +117.4% |
| All | +258.7% | +71.9% | +186.8% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling