+459.9%
BMY vs UPRO
+13,208.7%
-12,748.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -1.3% | +9.7% | -10.9% | -3.0% |
| 30D | +10.0% | -9.8% | +19.7% | +11.7% |
| 3M | -1.2% | -9.1% | +8.0% | +0.1% |
| 6M | +12.8% | +0.9% | +11.9% | +11.5% |
| YTD | +20.7% | +21.9% | -1.2% | +14.4% |
| 1Y | +32.6% | +19.8% | +12.8% | +26.0% |
| 3Y | +41.8% | +227.4% | -185.5% | +5.7% |
| 5Y | +29.0% | +100.1% | -71.1% | -0.5% |
| 10Y | +57.8% | +1,112.3% | -1,054.5% | -30.9% |
| All | +459.9% | +13,208.7% | -12,748.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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